GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,899 COMMITMENTS 9,738 5,250 2,858 40,589 45,756 53,185 53,864 714 35 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,794) -166 -352 483 1,477 1,663 1,794 1,794 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 9.7 5.3 75.3 84.9 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 7 9 40 45 52 57 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,020 COMMITMENTS 0 0 0 6,020 6,020 6,020 6,020 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . 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 15 18 15 18 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,811 COMMITMENTS 782 59 1,000 6,326 7,178 8,108 8,237 703 574 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 282) 17 9 50 233 251 300 310 -18 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 0.7 11.3 71.8 81.5 92.0 93.5 8.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 2 7 29 28 36 36 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,984 COMMITMENTS 1,338 1,305 521 8,825 8,864 10,684 10,690 300 294 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 741) 34 62 120 593 579 747 761 -6 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 11.9 4.7 80.3 80.7 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 5 8 36 40 45 50 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,444 COMMITMENTS 229 1,307 225 5,540 4,509 5,994 6,041 450 403 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 124) -20 86 -25 108 73 63 134 61 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 20.3 3.5 86.0 70.0 93.0 93.7 7.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 7 6 23 17 30 26 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,492 COMMITMENTS 285 540 20 1,041 803 1,346 1,363 146 129 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 216) -10 -30 20 206 142 216 132 0 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 36.2 1.3 69.8 53.8 90.2 91.4 9.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 5 1 11 12 13 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,844 COMMITMENTS 259 6,614 1,127 22,454 16,083 23,840 23,824 4 20 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 525) 0 -93 375 150 243 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 27.7 4.7 94.2 67.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 5 3 26 16 30 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,857 COMMITMENTS 1,047 3,635 418 5,831 3,353 7,296 7,406 561 451 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 659) 18 206 19 593 428 630 653 29 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 46.3 5.3 74.2 42.7 92.9 94.3 7.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 8 6 26 22 35 32 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,771 COMMITMENTS 30 686 357 3,734 3,550 4,121 4,593 650 178 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 474) 20 21 30 424 428 474 479 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 14.4 7.5 78.3 74.4 86.4 96.3 13.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 5 20 20 25 26 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 400,134 COMMITMENTS 69,246 52,792 79,328 207,219 232,031 355,793 364,151 44,341 35,983 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 14,795) 86 1,162 11,049 896 273 12,031 12,484 2,764 2,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 13.2 19.8 51.8 58.0 88.9 91.0 11.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 44 47 52 84 87 162 155 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,936 COMMITMENTS 3,150 225 250 36,399 40,976 39,799 41,451 7,137 5,485 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,085) 350 75 -75 1,660 1,220 1,935 1,220 150 865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.5 0.5 77.6 87.3 84.8 88.3 15.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 24 30 27 32 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,083,994 COMMITMENTS 313,136 388,533 342,745 350,757 317,530 1006638 1048808 77,356 35,186 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 50,921) 16,726 14,988 15,583 10,545 17,743 42,854 48,314 8,067 2,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 35.8 31.6 32.4 29.3 92.9 96.8 7.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333) 141 99 146 70 66 296 240 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 292,987 COMMITMENTS 103,812 113,099 44,955 135,772 128,639 284,539 286,693 8,448 6,294 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 3,616) -2,186 -1,287 1,360 3,703 3,290 2,877 3,363 739 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 38.6 15.3 46.3 43.9 97.1 97.9 2.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 15 17 28 35 35 66 65 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 131,304 COMMITMENTS 28,175 25,534 14,362 78,808 86,741 121,345 126,637 9,959 4,667 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 650) 3,930 800 -90 -2,976 -488 864 222 -214 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 19.4 10.9 60.0 66.1 92.4 96.4 7.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 15 16 22 31 31 55 60 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,358,329 COMMITMENTS 580,411 57,353 94,132 654,311 1185431 1328854 1336916 29,475 21,413 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 10,672) -3,853 -4,894 5,780 9,011 10,849 10,938 11,735 -266 -1,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 4.2 6.9 48.2 87.3 97.8 98.4 2.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 22 10 24 50 48 77 77 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 312,813 COMMITMENTS 14,821 61,214 25,015 269,724 220,878 309,560 307,107 3,253 5,706 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 7,453) 1,221 1,851 1,611 2,201 3,289 5,033 6,751 2,420 702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 19.6 8.0 86.2 70.6 99.0 98.2 1.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 15 16 20 34 33 61 57 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 94,652 COMMITMENTS 36,170 33,442 13,361 43,856 46,754 93,387 93,557 1,265 1,095 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,606) -212 166 -306 2,151 1,671 1,633 1,531 -27 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 35.3 14.1 46.3 49.4 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 19 16 24 22 20 51 50 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,048 COMMITMENTS 13,371 3,839 3,298 2,893 12,771 19,562 19,908 486 140 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 609) 491 55 70 48 424 609 549 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.7 19.1 16.5 14.4 63.7 97.6 99.3 2.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 15 5 13 13 11 33 24 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,558 COMMITMENTS 102 484 95 1,950 1,731 2,147 2,310 411 248 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 162) 15 55 5 137 122 157 182 5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 18.9 3.7 76.2 67.7 83.9 90.3 16.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 4 13 12 17 18 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 52,454 COMMITMENTS 5,142 3,872 5,464 41,565 42,737 52,171 52,073 283 381 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,880) -878 313 -69 3,797 2,652 2,850 2,896 30 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 7.4 10.4 79.2 81.5 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 12 12 11 45 57 63 75 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,570 COMMITMENTS 603 744 176 2,189 2,440 2,968 3,360 602 210 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 25) 4 85 -50 67 3 21 38 4 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 20.8 4.9 61.3 68.3 83.1 94.1 16.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 7 5 19 24 27 33 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 177,547 COMMITMENTS 15,160 315 1,080 161,244 176,152 177,484 177,547 63 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,535) -200 0 0 1,735 1,535 1,535 1,535 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.2 0.6 90.8 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,945,107 COMMITMENTS 388,850 15,860 26,250 2530007 2902997 2945107 2945107 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -8,090) 0 0 0 -8,090 -8,090 -8,090 -8,090 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,253 COMMITMENTS 3,825 0 0 44,365 48,253 48,190 48,253 63 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 168) 0 0 0 168 168 168 168 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 999,658 COMMITMENTS 0 0 0 999,658 999,658 999,658 999,658 0 0 CHANGES FROM 09/13/16 (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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 42,480 COMMITMENTS 2,400 0 0 39,960 42,480 42,360 42,480 120 0 CHANGES FROM 09/13/16 (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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,160 COMMITMENTS 13 856 90 26,052 24,541 26,155 25,487 5 673 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 592) 13 -44 -3 582 639 592 592 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 0.3 99.6 93.8 100.0 97.4 0.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 4 1 25 32 26 37 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 136,644 COMMITMENTS 7,279 2,067 4,167 124,224 129,744 135,670 135,978 974 666 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 105) -12 554 -59 224 -233 153 262 -48 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.5 3.0 90.9 95.0 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 10 12 12 56 60 73 77 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 96,421 COMMITMENTS 13,932 8,837 1 82,334 86,508 96,267 95,346 154 1,075 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 554) 90 965 0 454 -361 544 604 10 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 9.2 0.0 85.4 89.7 99.8 98.9 0.2 1.1 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,154 COMMITMENTS 1,949 1,668 262 33,707 33,824 35,918 35,754 236 400 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,019) 114 33 118 1,784 1,878 2,016 2,029 3 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 4.6 0.7 93.2 93.6 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 8 3 4 35 39 45 44 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,206 COMMITMENTS 2,734 1,838 634 14,529 15,322 17,897 17,794 309 412 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -66) 0 210 -155 65 -116 -90 -61 24 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 10.1 3.5 79.8 84.2 98.3 97.7 1.7 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,988 COMMITMENTS 598 208 135 14,006 15,293 14,739 15,636 1,249 352 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 804) 45 46 -23 739 736 761 759 43 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 1.3 0.8 87.6 95.7 92.2 97.8 7.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 3 25 19 30 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,811,705 COMMITMENTS 533,133 254,260 518,286 657,846 943,677 1709265 1716223 102,440 95,482 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -17,915) -4,832 29,597 -26,051 10,383 -12,741 -20,500 -9,195 2,585 -8,720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 14.0 28.6 36.3 52.1 94.3 94.7 5.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 141 106 157 101 118 324 316 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,855 COMMITMENTS 61,662 13,898 1,432 31,057 60,008 94,151 75,338 20,704 39,517 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 837) -451 153 1,211 -259 -682 501 682 336 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.7 12.1 1.2 27.0 52.2 82.0 65.6 18.0 34.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 4 4 10 13 17 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,040 COMMITMENTS 15,961 53,765 48,247 67,083 27,417 131,291 129,429 6,749 8,611 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 336) 2,498 432 -4,071 494 3,857 -1,079 218 1,415 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 38.9 35.0 48.6 19.9 95.1 93.8 4.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 15 16 29 18 20 50 50 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,790 COMMITMENTS 120 0 0 11,640 11,790 11,760 11,790 30 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -1,088) -60 0 0 -1,013 -1,058 -1,073 -1,058 -15 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 98.7 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 17 19 18 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,674 COMMITMENTS 18,489 5,969 401 3,433 17,351 22,323 23,721 2,351 953 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 197) 84 431 170 -226 652 28 1,253 169 -1,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.9 24.2 1.6 13.9 70.3 90.5 96.1 9.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 83 32 8 20 35 106 73 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 74,671 COMMITMENTS 52,330 14,028 4,135 10,743 53,378 67,208 71,541 7,463 3,130 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -1,528) -1,958 795 195 -110 -2,858 -1,873 -1,868 345 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.1 18.8 5.5 14.4 71.5 90.0 95.8 10.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 139 41 26 29 39 184 94 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 401,306 COMMITMENTS 118,634 58,684 74,801 188,438 248,265 381,873 381,750 19,433 19,556 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 9,417) 6,314 2,533 4,469 -837 1,643 9,946 8,645 -529 772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 14.6 18.6 47.0 61.9 95.2 95.1 4.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 80 62 70 89 107 207 204 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,093 COMMITMENTS 3,055 1,562 19 8,216 9,962 11,290 11,543 2,803 2,550 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 813) 0 272 0 953 593 953 865 -140 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 11.1 0.1 58.3 70.7 80.1 81.9 19.9 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 2 11 12 16 15 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,945 COMMITMENTS 977 770 1,370 6,745 6,478 9,092 8,618 853 1,327 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 472) -96 -5 425 577 302 906 722 -434 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 7.7 13.8 67.8 65.1 91.4 86.7 8.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 5 14 14 20 20 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,165 COMMITMENTS 0 547 365 17,620 17,412 17,985 18,324 1,180 841 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,543) -395 147 140 2,003 1,330 1,748 1,617 -205 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 1.9 91.9 90.9 93.8 95.6 6.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 16 18 18 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,012 COMMITMENTS 7,318 17,234 904 10,734 713 18,956 18,851 56 161 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 143) 83 60 0 60 83 143 143 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 90.6 4.8 56.5 3.8 99.7 99.2 0.3 0.8 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 21,085 COMMITMENTS 8,080 9,534 6,055 6,536 4,967 20,671 20,556 414 529 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 524) 578 -1 -40 -25 655 513 614 11 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 45.2 28.7 31.0 23.6 98.0 97.5 2.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 19 17 27 14 14 44 48 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,933 COMMITMENTS 2,634 425 186 35,727 38,256 38,547 38,867 386 66 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,492) -48 -40 26 1,514 1,461 1,492 1,447 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.1 0.5 91.8 98.3 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 2 28 21 32 25 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,895 COMMITMENTS 0 350 350 2,545 2,075 2,895 2,775 0 120 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.1 12.1 87.9 71.7 100.0 95.9 0.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 3 14 11 17 16 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| 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 09/13/16 (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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,239 COMMITMENTS 1,492 6,835 900 17,140 12,382 19,532 20,117 707 122 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -481) 158 -1,424 0 -639 1,003 -481 -421 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 33.8 4.4 84.7 61.2 96.5 99.4 3.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 6 8 30 24 39 36 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,581 COMMITMENTS 147 2,756 75 3,415 1,225 3,637 4,056 944 525 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 53) 50 112 -16 5 40 39 136 14 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 60.2 1.6 74.5 26.7 79.4 88.5 20.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 3 18 17 22 22 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,214 COMMITMENTS 413 516 216 2,345 2,330 2,974 3,062 240 152 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 259) 56 -70 68 195 261 319 259 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 16.1 6.7 73.0 72.5 92.5 95.3 7.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 3 12 13 16 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,938 COMMITMENTS 999 2,415 144 6,471 5,296 7,614 7,855 324 83 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 549) 338 -36 -7 218 598 549 555 0 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 30.4 1.8 81.5 66.7 95.9 99.0 4.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 12 5 27 26 36 38 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,060 COMMITMENTS 170 150 160 495 485 825 795 235 265 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 14.2 15.1 46.7 45.8 77.8 75.0 22.2 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 6 10 11 18 18 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,189 COMMITMENTS 2,373 7,576 931 14,926 11,258 18,230 19,765 4,959 3,424 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,865) 603 322 327 1,117 1,791 2,047 2,440 -182 -575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 32.7 4.0 64.4 48.5 78.6 85.2 21.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 3 17 19 20 24
Updated September 23, 2016