GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,105 COMMITMENTS 9,904 5,602 2,375 39,112 44,093 51,391 52,070 714 35 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,995) 161 226 377 1,457 1,392 1,995 1,995 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 10.8 4.6 75.1 84.6 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 8 9 40 45 52 57 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,529 COMMITMENTS 765 50 950 6,093 6,927 7,808 7,927 721 602 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 371) 23 -5 61 249 268 333 324 38 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.6 11.1 71.4 81.2 91.5 92.9 8.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 2 7 28 27 35 35 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,243 COMMITMENTS 1,304 1,243 401 8,232 8,285 9,937 9,929 306 314 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 579) 18 105 68 567 512 653 685 -74 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 12.1 3.9 80.4 80.9 97.0 96.9 3.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 5 8 35 39 44 49 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,320 COMMITMENTS 249 1,221 250 5,432 4,436 5,931 5,907 389 413 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 240) 42 -61 -6 184 290 220 223 20 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 19.3 4.0 85.9 70.2 93.8 93.5 6.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 6 6 21 17 28 26 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,276 COMMITMENTS 295 570 0 835 661 1,130 1,231 146 45 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 90) 40 40 0 40 50 80 90 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 44.7 0.0 65.4 51.8 88.6 96.5 11.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 5 0 11 12 13 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,319 COMMITMENTS 259 6,707 752 22,304 15,840 23,315 23,299 4 20 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 175) 0 -13 0 175 188 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 28.8 3.2 95.6 67.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 5 2 25 15 28 20 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,198 COMMITMENTS 1,029 3,429 399 5,238 2,925 6,666 6,753 532 445 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 369) 78 265 -11 275 120 342 374 27 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 47.6 5.5 72.8 40.6 92.6 93.8 7.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 8 6 23 22 32 32 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,297 COMMITMENTS 10 665 327 3,310 3,122 3,647 4,114 650 183 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 226) 0 20 31 186 198 217 249 9 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 15.5 7.6 77.0 72.7 84.9 95.7 15.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 5 19 19 24 25 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 385,339 COMMITMENTS 69,160 51,630 68,279 206,323 231,758 343,762 351,667 41,577 33,672 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 3,255) -2,102 -2,253 3,797 1,207 1,324 2,902 2,868 353 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 13.4 17.7 53.5 60.1 89.2 91.3 10.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 47 44 52 85 85 164 153 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,851 COMMITMENTS 2,800 150 325 34,739 39,756 37,864 40,231 6,987 4,620 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 4,388) 100 -75 100 3,771 3,904 3,971 3,929 417 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.3 0.7 77.5 88.6 84.4 89.7 15.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 25 30 28 32 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,033,073 COMMITMENTS 296,410 373,545 327,162 340,212 299,787 963,784 1000494 69,289 32,579 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -19,056) 17,237 17,847 -5,343 -29,381 -26,239 -17,487 -13,735 -1,569 -5,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 36.2 31.7 32.9 29.0 93.3 96.8 6.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 131 106 150 69 65 287 246 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 289,371 COMMITMENTS 105,998 114,386 43,595 132,069 125,349 281,662 283,330 7,709 6,041 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 6,292) 5,385 2,835 -744 1,898 4,170 6,539 6,261 -247 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 39.5 15.1 45.6 43.3 97.3 97.9 2.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 15 18 27 33 35 65 64 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 130,654 COMMITMENTS 24,245 24,734 14,452 81,784 87,229 120,481 126,415 10,173 4,239 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 6,021) 2,319 10,139 333 3,448 -4,019 6,100 6,453 -79 -432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 18.9 11.1 62.6 66.8 92.2 96.8 7.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 14 17 23 30 28 55 57 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,347,657 COMMITMENTS 584,264 62,247 88,352 645,300 1174582 1317916 1325181 29,741 22,476 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 728) -418 740 -925 2,492 1,171 1,149 986 -421 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 4.6 6.6 47.9 87.2 97.8 98.3 2.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 21 12 23 49 47 77 75 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 305,360 COMMITMENTS 13,600 59,363 23,404 267,523 217,589 304,527 300,356 833 5,004 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 2,574) 1,044 -63 171 3,420 2,600 4,635 2,708 -2,061 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 19.4 7.7 87.6 71.3 99.7 98.4 0.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 15 17 20 35 34 62 59 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 93,046 COMMITMENTS 36,382 33,276 13,667 41,705 45,083 91,754 92,026 1,292 1,020 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 968) 925 699 -395 354 590 884 894 84 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 35.8 14.7 44.8 48.5 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 18 17 23 22 20 51 49 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 19,439 COMMITMENTS 12,880 3,784 3,228 2,845 12,347 18,953 19,359 486 80 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 980) 810 440 225 85 335 1,120 1,000 -140 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 19.5 16.6 14.6 63.5 97.5 99.6 2.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 15 5 13 14 12 34 25 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,396 COMMITMENTS 87 429 90 1,813 1,609 1,990 2,128 406 268 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 304) 0 134 30 130 112 160 276 144 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 17.9 3.8 75.7 67.2 83.1 88.8 16.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 4 13 13 17 19 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 49,574 COMMITMENTS 6,020 3,559 5,533 37,768 40,085 49,321 49,177 253 397 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,000) 588 262 -471 996 1,106 1,113 897 -113 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 7.2 11.2 76.2 80.9 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 12 12 12 45 57 63 76 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,545 COMMITMENTS 599 659 226 2,122 2,437 2,947 3,322 598 223 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 432) 211 94 28 282 335 521 457 -89 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 18.6 6.4 59.9 68.7 83.1 93.7 16.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 5 5 18 21 27 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 176,012 COMMITMENTS 15,360 315 1,080 159,509 174,617 175,949 176,012 63 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -180) 0 0 0 -180 -180 -180 -180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.2 0.6 90.6 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 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 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,953,197 COMMITMENTS 388,850 15,860 26,250 2538097 2911087 2953197 2953197 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 73,000) 0 0 0 73,000 73,000 73,000 73,000 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 DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,085 COMMITMENTS 3,825 0 0 44,197 48,085 48,022 48,085 63 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.0 0.0 91.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 16 13 17 13 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,023,138 COMMITMENTS 0 0 0 1023138 1023138 1023138 1023138 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 23,480) 0 0 0 23,480 23,480 23,480 23,480 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 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 73,632 COMMITMENTS 4,160 0 0 69,264 73,632 73,424 73,632 208 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -31,152) -1,760 0 0 -29,304 -31,152 -31,064 -31,152 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 0.0 94.1 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 12 9 13 9 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,568 COMMITMENTS 0 900 93 25,470 23,902 25,563 24,895 5 673 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 2,668) 0 25 15 2,693 2,628 2,708 2,668 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.4 99.6 93.5 100.0 97.4 0.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 5 1 25 32 26 37 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 136,539 COMMITMENTS 7,291 1,513 4,226 124,000 129,977 135,517 135,716 1,022 823 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 3,199) 574 -209 276 2,338 3,290 3,188 3,357 11 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.1 3.1 90.8 95.2 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 10 11 12 57 60 74 77 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 95,867 COMMITMENTS 13,842 7,872 1 81,880 86,869 95,723 94,742 144 1,125 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 5,062) 0 1,822 0 5,037 3,215 5,037 5,037 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 8.2 0.0 85.4 90.6 99.8 98.8 0.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 6 1 26 31 31 37 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,135 COMMITMENTS 1,835 1,635 144 31,923 31,946 33,902 33,725 233 410 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -229) 104 47 -112 -227 -224 -235 -289 6 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 4.8 0.4 93.5 93.6 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 8 2 3 35 39 44 43 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,272 COMMITMENTS 2,734 1,628 789 14,464 15,438 17,987 17,855 285 417 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 754) 325 555 26 423 183 774 764 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 8.9 4.3 79.2 84.5 98.4 97.7 1.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 3 31 24 36 28 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,184 COMMITMENTS 553 162 158 13,267 14,557 13,978 14,877 1,206 307 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 425) 15 0 -5 350 400 360 395 65 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.1 1.0 87.4 95.9 92.1 98.0 7.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 24 18 29 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,829,620 COMMITMENTS 537,965 224,663 544,337 647,463 956,418 1729765 1725418 99,855 104,202 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -32,098) 3,891 -23,616 3,502 -29,454 -9,166 -22,061 -29,280 -10,037 -2,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 12.3 29.8 35.4 52.3 94.5 94.3 5.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 134 108 168 98 118 325 325 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,018 COMMITMENTS 62,113 13,745 221 31,316 60,690 93,650 74,656 20,368 39,362 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,308) 519 526 -29 463 1,634 953 2,131 355 -823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.5 12.1 0.2 27.5 53.2 82.1 65.5 17.9 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 4 3 10 13 16 20 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,704 COMMITMENTS 13,463 53,333 52,318 66,589 23,560 132,370 129,211 5,334 8,493 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -4,029) -2,297 621 -980 2,759 -4,842 -518 -5,201 -3,511 1,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 38.7 38.0 48.4 17.1 96.1 93.8 3.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 14 17 28 18 20 49 50 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,878 COMMITMENTS 180 0 0 12,653 12,848 12,833 12,848 45 30 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 135) 0 0 0 135 165 135 165 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 98.3 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 17 20 18 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,477 COMMITMENTS 18,405 5,538 231 3,659 16,699 22,295 22,468 2,182 2,009 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -974) -1,136 -751 40 91 -1,316 -1,005 -2,027 31 1,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.2 22.6 0.9 14.9 68.2 91.1 91.8 8.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 74 34 7 20 35 97 74 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 76,199 COMMITMENTS 54,288 13,233 3,940 10,853 56,236 69,081 73,409 7,118 2,790 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,430) -2,075 1,931 403 909 -4,595 -763 -2,261 -667 831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.2 17.4 5.2 14.2 73.8 90.7 96.3 9.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 142 37 25 28 43 184 94 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 391,889 COMMITMENTS 112,320 56,151 70,332 189,275 246,622 371,927 373,105 19,962 18,784 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -9,205) -167 -6,143 -40 -8,729 -2,559 -8,936 -8,742 -269 -463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 14.3 17.9 48.3 62.9 94.9 95.2 5.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 79 63 71 88 103 206 200 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,280 COMMITMENTS 3,055 1,290 19 7,263 9,369 10,337 10,678 2,943 2,602 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 828) 140 0 0 598 638 738 638 90 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 9.7 0.1 54.7 70.5 77.8 80.4 22.2 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 2 8 11 13 14 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,473 COMMITMENTS 1,073 775 945 6,168 6,176 8,186 7,896 1,287 1,577 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 265) 0 -50 -150 140 115 -10 -85 275 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 8.2 10.0 65.1 65.2 86.4 83.4 13.6 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 3 14 14 18 18 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,622 COMMITMENTS 395 400 225 15,617 16,082 16,237 16,707 1,385 915 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,495) -50 50 0 1,590 1,320 1,540 1,370 -45 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.3 1.3 88.6 91.3 92.1 94.8 7.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 14 17 16 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 18,869 COMMITMENTS 7,235 17,174 904 10,674 630 18,813 18,708 56 161 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 722) 510 965 -340 552 102 722 727 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 91.0 4.8 56.6 3.3 99.7 99.1 0.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 6 4 9 6 19 14 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,561 COMMITMENTS 7,502 9,535 6,095 6,561 4,312 20,158 19,942 403 619 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 837) -261 13 517 653 293 909 823 -72 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 46.4 29.6 31.9 21.0 98.0 97.0 2.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 20 17 26 15 14 46 47 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,441 COMMITMENTS 2,682 465 160 34,213 36,795 37,055 37,420 386 21 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,725) 60 0 75 1,590 1,650 1,725 1,725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 1.2 0.4 91.4 98.3 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 4 1 26 20 30 24 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,745 COMMITMENTS 0 350 350 2,395 1,925 2,745 2,625 0 120 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 50 50 50 50 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.8 12.8 87.2 70.1 100.0 95.6 0.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 3 13 11 16 16 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,740 COMMITMENTS 1,503 1,467 0 4,203 4,273 5,706 5,740 34 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 25.6 0.0 73.2 74.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 0 10 9 14 12 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,720 COMMITMENTS 1,334 8,259 900 17,779 11,379 20,013 20,538 707 182 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 331) -276 -149 199 387 281 310 331 21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 39.9 4.3 85.8 54.9 96.6 99.1 3.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 8 8 29 23 38 37 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,528 COMMITMENTS 97 2,644 91 3,410 1,185 3,598 3,920 930 608 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 348) 49 212 11 310 208 370 431 -22 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 58.4 2.0 75.3 26.2 79.5 86.6 20.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 4 17 16 21 22 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,955 COMMITMENTS 357 586 148 2,150 2,069 2,655 2,803 300 152 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 19.8 5.0 72.8 70.0 89.8 94.9 10.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 3 11 11 15 15 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,389 COMMITMENTS 661 2,451 151 6,253 4,698 7,065 7,300 324 89 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 577) 10 503 -3 635 113 642 613 -65 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 33.2 2.0 84.6 63.6 95.6 98.8 4.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 12 5 25 24 34 36 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,324 COMMITMENTS 1,770 7,254 604 13,809 9,467 16,183 17,325 5,141 3,999 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 941) -45 259 18 682 61 655 338 286 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 34.0 2.8 64.8 44.4 75.9 81.2 24.1 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 3 15 15 18 20
Updated September 16, 2016