GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,923 COMMITMENTS 12,681 5,270 2,446 40,058 47,943 55,185 55,659 738 264 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 1,343) 378 89 248 717 1,056 1,343 1,393 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 9.4 4.4 71.6 85.7 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 5 9 37 43 49 55 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,023 COMMITMENTS 852 55 879 5,567 6,423 7,298 7,357 725 666 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 157) 20 -5 47 44 60 111 102 46 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.7 11.0 69.4 80.1 91.0 91.7 9.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 2 6 27 28 34 35 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,538 COMMITMENTS 100 179 229 798 797 1,127 1,205 411 333 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 18) 16 11 9 -44 0 -19 20 37 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 11.6 14.9 51.9 51.8 73.3 78.3 26.7 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 4 4 11 12 16 18 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,317 COMMITMENTS 1,229 709 406 7,223 7,897 8,858 9,012 459 305 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 1,194) 145 144 13 998 1,002 1,156 1,159 38 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 7.6 4.4 77.5 84.8 95.1 96.7 4.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 5 10 38 40 49 52 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,115 COMMITMENTS 250 1,893 221 6,228 4,616 6,699 6,730 416 385 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 268) 41 -32 51 163 229 255 248 13 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 26.6 3.1 87.5 64.9 94.2 94.6 5.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 7 6 25 21 32 30 MINI EUR 3.5%FOIL RTD BALMOSWP - NEW YORK MERCANTILE EXCHANGE Code-021A18 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 934 COMMITMENTS 446 465 30 438 359 914 854 20 80 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 49.8 3.2 46.9 38.4 97.9 91.4 2.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 1 7 7 13 10 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,302 COMMITMENTS 40 190 160 1,002 852 1,202 1,202 100 100 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 200) 30 10 10 250 210 290 230 -90 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 14.6 12.3 77.0 65.4 92.3 92.3 7.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 5 14 13 19 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,662 COMMITMENTS 264 9,021 707 25,686 16,934 26,657 26,662 5 0 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 1,123) 0 98 120 1,003 905 1,123 1,123 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 33.8 2.7 96.3 63.5 100.0 100.0 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,757 COMMITMENTS 1,052 2,648 427 4,752 3,403 6,231 6,478 526 279 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 935) -13 584 122 865 194 974 900 -39 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 39.2 6.3 70.3 50.4 92.2 95.9 7.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 8 10 24 22 37 34 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,344 COMMITMENTS 106 693 225 3,374 3,201 3,705 4,119 639 225 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 229) -10 57 -7 188 176 171 226 58 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 16.0 5.2 77.7 73.7 85.3 94.8 14.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 6 18 19 24 26 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 402,986 COMMITMENTS 78,195 57,318 70,865 207,039 243,490 356,099 371,673 46,887 31,313 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 1,911) 6,948 835 -12,243 3,456 16,786 -1,839 5,378 3,750 -3,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 14.2 17.6 51.4 60.4 88.4 92.2 11.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 55 40 56 84 86 171 156 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,043 COMMITMENTS 3,050 0 50 43,216 50,230 46,316 50,280 8,727 4,763 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 337) 0 0 0 672 662 672 662 -335 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 0.1 78.5 91.3 84.1 91.3 15.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 26 27 28 28 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,069,552 COMMITMENTS 261,300 380,030 341,408 394,133 312,842 996,841 1034280 72,711 35,272 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -28,433) 9,419 -6,680 -1,900 -37,784 -18,460 -30,265 -27,040 1,832 -1,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 35.5 31.9 36.9 29.2 93.2 96.7 6.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 117 116 147 67 60 276 244 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 297,597 COMMITMENTS 105,443 110,209 52,943 130,135 129,029 288,521 292,181 9,076 5,416 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 10,231) 2,261 -1,011 3,206 4,773 8,904 10,240 11,099 -9 -868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 37.0 17.8 43.7 43.4 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 19 17 28 38 39 73 70 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 139,102 COMMITMENTS 22,620 19,201 19,700 86,250 95,829 128,570 134,730 10,532 4,372 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 3,848) 647 -4,254 2,570 621 5,410 3,838 3,726 10 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 13.8 14.2 62.0 68.9 92.4 96.9 7.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 15 24 28 30 55 56 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,406,658 COMMITMENTS 591,579 46,200 128,655 658,854 1198708 1379088 1373563 27,570 33,095 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 17,166) 6,421 3,708 9,241 2,867 3,086 18,529 16,035 -1,363 1,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 3.3 9.1 46.8 85.2 98.0 97.6 2.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 24 11 28 49 48 80 80 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,661 COMMITMENTS 21,451 61,296 30,724 280,619 238,371 332,794 330,391 2,867 5,270 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 16,891) 2,915 5,298 3,061 11,147 8,738 17,123 17,097 -232 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 18.3 9.2 83.6 71.0 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 16 18 27 33 33 64 63 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 105,499 COMMITMENTS 38,370 39,107 17,824 48,150 47,202 104,344 104,133 1,155 1,366 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 1,978) -154 -1,302 1,027 1,147 2,304 2,020 2,029 -42 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 37.1 16.9 45.6 44.7 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 17 16 21 21 21 48 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 18,249 COMMITMENTS 12,209 4,077 2,161 3,229 11,911 17,599 18,149 650 100 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 991) 1,278 903 -31 -76 194 1,171 1,066 -180 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.9 22.3 11.8 17.7 65.3 96.4 99.5 3.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 14 7 14 14 12 34 27 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,472 COMMITMENTS 0 403 47 2,325 1,820 2,372 2,270 100 202 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 90) 0 23 37 60 40 97 100 -7 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.3 1.9 94.1 73.6 96.0 91.8 4.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 2 14 14 16 18 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 53,318 COMMITMENTS 5,857 3,092 6,015 41,056 43,927 52,928 53,034 390 284 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 2,751) 1,458 104 271 993 2,321 2,722 2,696 29 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 5.8 11.3 77.0 82.4 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 12 12 14 44 59 62 81 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,613 COMMITMENTS 356 428 435 3,138 3,510 3,929 4,373 684 240 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 218) 174 -8 28 -4 210 198 230 20 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 9.3 9.4 68.0 76.1 85.2 94.8 14.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 4 7 21 25 30 33 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 188,044 COMMITMENTS 15,780 420 1,080 171,100 186,544 187,960 188,044 84 0 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 2,610) 0 0 0 2,610 2,610 2,610 2,610 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.2 0.6 91.0 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,994,847 COMMITMENTS 396,530 15,860 26,250 2572067 2952737 2994847 2994847 0 0 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 51,910) 0 0 0 51,910 51,910 51,910 51,910 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 0.5 0.9 85.9 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 08/23/16 | --------------------------------------------------------------| 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 08/16/16 (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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 56,368 COMMITMENTS 0 1,040 0 56,264 55,328 56,264 56,368 104 0 CHANGES FROM 08/16/16 (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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,627 COMMITMENTS 0 674 309 26,258 24,958 26,567 25,941 60 686 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -123) 0 -16 8 254 270 262 262 -385 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 1.2 98.6 93.7 99.8 97.4 0.2 2.6 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 139,907 COMMITMENTS 7,516 2,235 3,950 127,407 132,743 138,873 138,928 1,034 979 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 1,802) 40 -80 17 1,550 1,461 1,607 1,398 195 404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.6 2.8 91.1 94.9 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 10 14 12 57 58 76 76 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 85,241 COMMITMENTS 13,842 5,926 1 71,229 78,160 85,072 84,087 169 1,154 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 3,926) 0 745 0 3,926 3,266 3,926 4,011 0 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 7.0 0.0 83.6 91.7 99.8 98.6 0.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 6 1 24 27 29 33 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,569 COMMITMENTS 1,864 1,275 677 32,777 33,206 35,318 35,158 251 411 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 1,424) 589 -43 -21 805 1,357 1,373 1,293 51 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 3.6 1.9 92.2 93.4 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 7 1 5 35 39 44 44 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,766 COMMITMENTS 2,444 2,132 591 14,375 14,565 17,410 17,288 356 478 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 261) 90 75 -45 216 231 261 261 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 12.0 3.3 80.9 82.0 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,422 COMMITMENTS 602 158 149 13,575 14,800 14,326 15,107 1,096 315 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 829) 40 -65 20 728 923 788 878 41 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.0 1.0 88.0 96.0 92.9 98.0 7.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 3 24 18 29 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,747,499 COMMITMENTS 555,022 201,278 491,094 614,046 957,594 1660162 1649966 87,337 97,533 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -104,903) -15,187 -61,431 -27,849 -59,257 -8,138 -102,293 -97,418 -2,610 -7,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 11.5 28.1 35.1 54.8 95.0 94.4 5.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 132 111 166 86 122 313 323 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,243 COMMITMENTS 61,200 14,774 904 32,871 63,505 94,975 79,183 25,268 41,060 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 3,418) 2,015 793 142 -1,088 -18 1,069 917 2,349 2,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 12.3 0.8 27.3 52.8 79.0 65.9 21.0 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 4 2 10 14 14 20 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 141,377 COMMITMENTS 10,520 58,552 54,098 70,847 22,256 135,465 134,906 5,912 6,471 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 5,189) 1,449 2,005 2,476 1,458 1,934 5,383 6,415 -194 -1,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 41.4 38.3 50.1 15.7 95.8 95.4 4.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 11 18 26 20 20 49 48 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,098 COMMITMENTS 180 0 0 11,873 12,038 12,053 12,038 45 60 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -1,107) -60 -30 0 -1,077 -1,137 -1,137 -1,167 30 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.1 99.5 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 16 19 17 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,809 COMMITMENTS 20,637 5,747 352 4,309 20,481 25,298 26,580 2,511 1,229 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -1,314) -923 -590 9 -523 -751 -1,437 -1,332 123 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.2 20.7 1.3 15.5 73.6 91.0 95.6 9.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 83 35 10 26 43 115 84 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 81,801 COMMITMENTS 65,203 10,934 2,221 7,203 66,257 74,627 79,412 7,174 2,389 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 841) 416 484 558 301 -214 1,275 828 -434 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.7 13.4 2.7 8.8 81.0 91.2 97.1 8.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 136 36 15 24 44 170 89 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 414,390 COMMITMENTS 112,459 54,630 74,805 204,923 265,128 392,187 394,563 22,203 19,827 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -3,842) 3,622 -5,117 -2,448 -8,496 7,620 -7,322 55 3,480 -3,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 13.2 18.1 49.5 64.0 94.6 95.2 5.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 82 56 67 89 105 204 200 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,211 COMMITMENTS 2,839 2,040 205 9,212 10,414 12,256 12,659 2,955 2,552 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 2,653) 210 -518 10 2,378 2,909 2,598 2,401 55 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 13.4 1.3 60.6 68.5 80.6 83.2 19.4 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 5 3 14 13 20 18 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,890 COMMITMENTS 569 840 1,178 7,479 6,690 9,226 8,708 664 1,182 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 123) 125 400 -120 133 -157 138 123 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 8.5 11.9 75.6 67.6 93.3 88.0 6.7 12.0 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,067 COMMITMENTS 995 365 75 15,837 16,792 16,907 17,232 1,160 835 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 2,045) -110 0 0 2,172 2,160 2,062 2,160 -17 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 2.0 0.4 87.7 92.9 93.6 95.4 6.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 16 19 19 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,361 COMMITMENTS 7,304 16,990 1,511 10,470 722 19,285 19,223 76 138 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 440) -160 159 150 442 129 432 438 8 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 87.8 7.8 54.1 3.7 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 21,445 COMMITMENTS 7,871 9,663 6,575 6,625 4,598 21,071 20,836 374 609 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 263) -70 15 172 120 -70 222 117 41 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 45.1 30.7 30.9 21.4 98.3 97.2 1.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 19 19 27 14 14 46 48 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,026 COMMITMENTS 3,342 685 50 35,364 38,291 38,756 39,026 270 0 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 2,544) 144 0 0 2,400 2,544 2,544 2,544 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 1.8 0.1 90.6 98.1 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 1 29 18 34 21 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,970 COMMITMENTS 0 400 225 1,745 1,225 1,970 1,850 0 120 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.3 11.4 88.6 62.2 100.0 93.9 0.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 4 11 8 15 13 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| 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 08/16/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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: 22) 5 3 1 10 9 15 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,426 COMMITMENTS 1,601 8,956 634 17,464 10,625 19,699 20,215 727 211 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 164) -80 -38 0 226 192 146 154 18 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 43.8 3.1 85.5 52.0 96.4 99.0 3.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 8 7 27 22 36 36 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,551 COMMITMENTS 154 2,713 77 3,474 1,260 3,705 4,050 846 501 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 102) 45 177 -43 156 7 158 141 -56 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 59.6 1.7 76.3 27.7 81.4 89.0 18.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 3 19 20 23 25 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,851 COMMITMENTS 422 694 413 2,866 2,624 3,701 3,731 150 120 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 280) -20 236 -25 325 69 280 280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 18.0 10.7 74.4 68.1 96.1 96.9 3.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 4 7 13 13 21 20 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,443 COMMITMENTS 1,084 2,410 222 6,835 5,645 8,141 8,277 302 166 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 289) -159 -75 146 391 326 378 397 -89 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 28.5 2.6 81.0 66.9 96.4 98.0 3.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 8 5 25 23 34 33 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,740 COMMITMENTS 680 400 260 610 870 1,550 1,530 190 210 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 120) -20 10 20 100 40 100 70 20 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 23.0 14.9 35.1 50.0 89.1 87.9 10.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 7 6 9 13 15 23 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,389 COMMITMENTS 1,198 8,553 713 16,833 10,194 18,744 19,460 4,645 3,929 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 1,310) 512 832 -75 1,270 1,019 1,707 1,776 -397 -466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 36.6 3.0 72.0 43.6 80.1 83.2 19.9 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 2 18 16 21 20
Updated August 26, 2016