GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,381 COMMITMENTS 10,040 5,489 2,734 42,893 48,158 55,667 56,381 714 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,482) 302 239 -124 2,304 2,402 2,482 2,517 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 9.7 4.8 76.1 85.4 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 10 7 9 38 44 51 57 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,219 COMMITMENTS 0 0 0 6,219 6,219 6,219 6,219 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 199) 0 0 0 199 199 199 199 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 15 18 15 18 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,054 COMMITMENTS 683 54 768 6,844 7,622 8,295 8,444 759 610 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 243) -99 -5 -232 518 444 187 207 56 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.6 8.5 75.6 84.2 91.6 93.3 8.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 6 29 29 35 36 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,749 COMMITMENTS 1,468 1,330 641 9,348 9,512 11,457 11,483 292 266 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 765) 130 25 120 523 648 773 793 -8 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 11.3 5.5 79.6 81.0 97.5 97.7 2.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 5 9 38 41 47 52 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,701 COMMITMENTS 215 1,490 245 5,765 4,519 6,225 6,254 476 447 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 257) -14 183 20 225 10 231 213 26 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 22.2 3.7 86.0 67.4 92.9 93.3 7.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 7 6 22 17 29 26 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,759 COMMITMENTS 345 560 73 1,225 1,081 1,643 1,714 116 45 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 267) 60 20 53 184 278 297 351 -30 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 31.8 4.2 69.6 61.5 93.4 97.4 6.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 5 1 13 14 16 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,108 COMMITMENTS 259 6,917 1,097 23,748 17,074 25,104 25,088 4 20 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,264) 0 303 -30 1,294 991 1,264 1,264 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 27.5 4.4 94.6 68.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 6 3 26 15 30 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,161 COMMITMENTS 977 3,780 473 6,131 3,596 7,581 7,849 580 312 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 304) -70 145 55 300 243 285 443 19 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 46.3 5.8 75.1 44.1 92.9 96.2 7.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 8 7 29 23 38 34 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,795 COMMITMENTS 10 646 372 3,743 3,584 4,125 4,602 670 193 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 24) -20 -40 15 9 34 4 9 20 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 13.5 7.8 78.1 74.7 86.0 96.0 14.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 5 20 20 25 26 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 399,090 COMMITMENTS 72,384 53,730 71,959 212,153 237,554 356,496 363,243 42,594 35,847 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -1,044) 3,138 938 -7,369 4,934 5,523 703 -908 -1,747 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 13.5 18.0 53.2 59.5 89.3 91.0 10.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 48 44 56 80 90 160 160 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,863 COMMITMENTS 3,250 225 450 39,518 44,777 43,218 45,452 6,645 4,411 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,927) 100 0 200 3,119 3,801 3,419 4,001 -492 -1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.5 0.9 79.3 89.8 86.7 91.2 13.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 2 27 32 30 34 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,067,097 COMMITMENTS 319,528 367,173 327,095 341,913 342,902 988,536 1037170 78,561 29,927 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -16,897) 6,392 -21,360 -15,650 -8,844 25,372 -18,102 -11,638 1,205 -5,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 34.4 30.7 32.0 32.1 92.6 97.2 7.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 140 91 141 71 65 294 230 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 307,316 COMMITMENTS 111,121 124,833 45,924 142,893 131,021 299,938 301,778 7,378 5,538 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 14,329) 7,309 11,734 969 7,121 2,382 15,399 15,085 -1,070 -756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 40.6 14.9 46.5 42.6 97.6 98.2 2.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 21 16 31 38 38 74 71 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 146,083 COMMITMENTS 38,712 32,774 14,745 86,576 94,629 140,033 142,148 6,050 3,935 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 14,779) 10,537 7,240 383 7,768 7,888 18,688 15,511 -3,909 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 22.4 10.1 59.3 64.8 95.9 97.3 4.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 18 17 26 31 31 60 63 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,377,908 COMMITMENTS 600,124 62,459 99,380 651,223 1194875 1350727 1356714 27,181 21,194 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 19,579) 19,713 5,106 5,248 -3,088 9,444 21,873 19,798 -2,294 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 4.5 7.2 47.3 86.7 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 23 12 27 51 49 81 81 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,811 COMMITMENTS 15,408 60,764 27,447 275,896 225,855 318,751 314,066 1,060 5,745 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 6,998) 587 -450 2,432 6,172 4,977 9,191 6,959 -2,193 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 19.0 8.6 86.3 70.6 99.7 98.2 0.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 15 18 22 36 35 64 62 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 95,850 COMMITMENTS 35,514 34,454 13,898 45,334 46,816 94,746 95,168 1,104 682 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,198) -656 1,012 537 1,478 62 1,359 1,611 -161 -413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 35.9 14.5 47.3 48.8 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 18 19 27 22 20 53 53 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,671 COMMITMENTS 13,921 4,219 3,311 3,003 12,971 20,235 20,501 436 170 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 623) 550 380 13 110 200 673 593 -50 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.3 20.4 16.0 14.5 62.7 97.9 99.2 2.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 16 6 13 13 11 35 24 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,539 COMMITMENTS 122 524 85 1,956 1,657 2,163 2,266 376 273 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -19) 20 40 -10 6 -74 16 -44 -35 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 20.6 3.3 77.0 65.3 85.2 89.2 14.8 10.8 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 54,722 COMMITMENTS 4,729 3,991 5,208 44,515 45,249 54,452 54,448 270 274 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,268) -413 119 -256 2,950 2,512 2,281 2,375 -13 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 7.3 9.5 81.3 82.7 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 12 14 13 48 61 67 82 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,686 COMMITMENTS 687 765 136 2,259 2,575 3,082 3,476 604 210 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 116) 84 21 -40 70 135 114 116 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 20.8 3.7 61.3 69.9 83.6 94.3 16.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 7 6 21 26 31 35 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 178,334 COMMITMENTS 15,160 315 1,080 162,031 176,939 178,271 178,334 63 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 787) 0 0 0 787 787 787 787 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.2 0.6 90.9 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 22 16 23 18 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| 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 09/20/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,568 COMMITMENTS 3,825 0 0 44,680 48,568 48,505 48,568 63 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 315) 0 0 0 315 315 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 0.0 92.0 100.0 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 09/27/16 | --------------------------------------------------------------| 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 09/20/16 (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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 11,328 COMMITMENTS 640 0 0 10,656 11,328 11,296 11,328 32 0 CHANGES FROM 09/20/16 (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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,225 COMMITMENTS 0 868 277 26,943 25,407 27,220 26,552 5 673 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,065) -13 12 187 891 866 1,065 1,065 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 1.0 99.0 93.3 100.0 97.5 0.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 5 3 25 33 28 39 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 140,675 COMMITMENTS 7,129 2,145 4,360 128,269 133,361 139,758 139,866 917 809 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,031) -150 78 193 4,045 3,617 4,088 3,888 -57 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 1.5 3.1 91.2 94.8 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 10 12 14 59 62 79 78 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 97,371 COMMITMENTS 12,924 9,152 1 84,297 87,133 97,222 96,286 149 1,085 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 950) -1,008 315 0 1,963 625 955 940 -5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 9.4 0.0 86.6 89.5 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,402 COMMITMENTS 2,176 1,785 189 32,784 32,968 35,149 34,942 253 460 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -752) 227 117 -73 -923 -856 -769 -812 17 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 5.0 0.5 92.6 93.1 99.3 98.7 0.7 1.3 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,822 COMMITMENTS 2,844 1,836 909 14,744 15,655 18,497 18,400 325 422 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 616) 110 -2 275 215 333 600 606 16 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 9.8 4.8 78.3 83.2 98.3 97.8 1.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 2 3 32 25 37 29 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,585 COMMITMENTS 573 208 135 14,643 15,875 15,351 16,218 1,234 367 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 597) -25 0 0 637 582 612 582 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.3 0.8 88.3 95.7 92.6 97.8 7.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 3 27 19 32 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,830,991 COMMITMENTS 543,799 252,153 522,518 663,872 960,739 1730189 1735410 100,802 95,581 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 19,286) 10,666 -2,107 4,232 6,026 17,062 20,924 19,187 -1,638 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 13.8 28.5 36.3 52.5 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 137 110 161 96 119 323 319 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 118,888 COMMITMENTS 62,699 14,895 1,920 31,651 60,133 96,270 76,948 22,618 41,940 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,033) 1,037 997 488 594 125 2,119 1,610 1,914 2,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.7 12.5 1.6 26.6 50.6 81.0 64.7 19.0 35.3 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,296 COMMITMENTS 18,816 49,820 49,777 62,032 28,962 130,625 128,559 6,671 8,737 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -744) 2,855 -3,945 1,530 -5,051 1,545 -666 -870 -78 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 36.3 36.3 45.2 21.1 95.1 93.6 4.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 16 15 26 18 21 49 49 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,683 COMMITMENTS 120 0 0 11,533 11,683 11,653 11,683 30 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -107) 0 0 0 -107 -107 -107 -107 0 0 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,048 COMMITMENTS 19,499 5,872 523 3,669 18,444 23,691 24,839 2,357 1,209 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,374) 1,010 -97 122 236 1,093 1,368 1,118 6 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.9 22.5 2.0 14.1 70.8 91.0 95.4 9.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 81 34 8 19 35 103 75 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,394 COMMITMENTS 51,154 13,897 2,769 8,625 50,751 62,548 67,417 7,846 2,977 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -4,277) -1,176 -131 -1,366 -2,118 -2,627 -4,660 -4,124 383 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.7 19.7 3.9 12.3 72.1 88.9 95.8 11.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 137 44 29 27 39 183 97 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 385,664 COMMITMENTS 119,284 55,692 71,763 174,692 239,719 365,739 367,174 19,925 18,490 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -15,642) 650 -2,992 -3,038 -13,746 -8,546 -16,134 -14,576 492 -1,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 14.4 18.6 45.3 62.2 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 93 54 73 90 105 217 201 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,376 COMMITMENTS 2,955 1,980 13 8,730 9,512 11,698 11,505 2,678 2,871 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 283) -100 418 -6 514 -450 408 -38 -125 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 13.8 0.1 60.7 66.2 81.4 80.0 18.6 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 2 12 12 17 15 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 10,218 COMMITMENTS 872 795 1,470 6,993 6,526 9,335 8,791 883 1,427 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 273) -105 25 100 248 48 243 173 30 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 7.8 14.4 68.4 63.9 91.4 86.0 8.6 14.0 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,215 COMMITMENTS 0 597 365 17,265 17,162 17,630 18,124 1,585 1,091 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 50) 0 50 0 -355 -250 -355 -200 405 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 1.9 89.9 89.3 91.8 94.3 8.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 14 18 16 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 18,952 COMMITMENTS 7,363 17,229 804 10,729 763 18,896 18,796 56 156 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -60) 45 -5 -100 -5 50 -60 -55 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 90.9 4.2 56.6 4.0 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 21,517 COMMITMENTS 8,330 9,734 6,061 6,666 5,247 21,057 21,042 460 475 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 432) 250 200 6 130 280 386 486 46 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 45.2 28.2 31.0 24.4 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 21 18 26 14 14 46 47 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,850 COMMITMENTS 2,594 574 176 36,664 39,079 39,434 39,829 416 21 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 917) -40 149 -10 937 823 887 962 30 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 1.4 0.4 92.0 98.1 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 2 27 21 31 25 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| 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 09/20/16 (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 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 09/27/16 | --------------------------------------------------------------| 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 09/20/16 (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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,283 COMMITMENTS 1,537 6,267 1,056 16,970 12,838 19,563 20,161 720 122 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 44) 45 -568 156 -170 456 31 44 13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 30.9 5.2 83.7 63.3 96.5 99.4 3.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 6 9 30 23 40 35 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,761 COMMITMENTS 202 2,817 85 3,551 1,350 3,838 4,252 923 509 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 180) 55 61 10 136 125 201 196 -21 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 59.2 1.8 74.6 28.4 80.6 89.3 19.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 3 19 17 23 23 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,344 COMMITMENTS 413 516 216 2,475 2,460 3,104 3,192 240 152 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 130) 0 0 0 130 130 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 15.4 6.5 74.0 73.6 92.8 95.5 7.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 3 12 16 16 20 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,177 COMMITMENTS 1,128 2,432 280 6,496 5,445 7,904 8,157 273 20 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 239) 129 17 136 25 149 290 302 -51 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 29.7 3.4 79.4 66.6 96.7 99.8 3.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 13 6 28 27 37 41 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,180 COMMITMENTS 270 220 140 545 545 955 905 225 275 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 120) 100 70 -20 50 60 130 110 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 18.6 11.9 46.2 46.2 80.9 76.7 19.1 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 4 12 13 18 19 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,604 COMMITMENTS 2,350 7,554 1,145 14,922 11,258 18,417 19,957 5,187 3,647 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 415) -23 -22 214 -4 0 187 192 228 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 32.0 4.9 63.2 47.7 78.0 84.5 22.0 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 3 17 19 20 24
Updated September 30, 2016