GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,760 COMMITMENTS 7,920 4,264 1,590 41,209 45,657 50,719 51,511 1,041 249 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 2,009) 70 -205 -19 1,895 2,233 1,946 2,009 63 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 8.2 3.1 79.6 88.2 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 8 6 7 37 41 47 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,247 COMMITMENTS 0 0 0 6,247 6,247 6,247 6,247 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 138) 0 0 0 138 138 138 138 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 14 18 14 18 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,735 COMMITMENTS 637 17 742 6,709 7,549 8,088 8,308 647 427 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 526) -15 -5 51 343 455 379 501 147 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.2 8.5 76.8 86.4 92.6 95.1 7.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 6 30 31 36 37 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,351 COMMITMENTS 1,533 704 535 8,003 8,744 10,071 9,983 280 368 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 690) 65 30 0 575 553 640 583 50 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 6.8 5.2 77.3 84.5 97.3 96.4 2.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 4 6 35 38 42 47 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,222 COMMITMENTS 0 1,155 185 5,506 4,174 5,691 5,514 531 708 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 524) 0 77 47 384 389 431 513 93 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.6 3.0 88.5 67.1 91.5 88.6 8.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 3 20 15 23 19 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,440 COMMITMENTS 168 230 83 1,043 1,082 1,294 1,395 146 45 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 221) 68 0 10 120 221 198 231 23 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 16.0 5.8 72.4 75.1 89.9 96.9 10.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 2 13 16 17 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,927 COMMITMENTS 374 5,740 512 21,038 15,675 21,924 21,927 3 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 225) -10 75 10 225 140 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 26.2 2.3 95.9 71.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 5 3 23 18 27 24 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,583 COMMITMENTS 818 2,111 285 3,939 2,877 5,042 5,273 541 310 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 614) 149 152 6 484 484 639 642 -25 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 37.8 5.1 70.6 51.5 90.3 94.4 9.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 6 4 22 20 28 27 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,554 COMMITMENTS 0 731 305 3,608 3,254 3,913 4,290 641 264 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 158) -10 69 -32 237 77 195 114 -37 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.1 6.7 79.2 71.5 85.9 94.2 14.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 4 18 18 22 22 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 411,530 COMMITMENTS 75,348 46,729 80,386 207,084 258,079 362,818 385,194 48,712 26,336 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 20,236) 1,482 -274 15,442 359 8,684 17,283 23,852 2,953 -3,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 11.4 19.5 50.3 62.7 88.2 93.6 11.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 56 34 63 94 93 181 163 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,215 COMMITMENTS 0 625 150 38,057 39,112 38,207 39,887 6,008 4,328 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 2,201) 0 150 -100 1,936 2,051 1,836 2,101 365 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.3 86.1 88.5 86.4 90.2 13.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 1 27 32 28 34 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,135,059 COMMITMENTS 341,581 396,087 374,781 341,253 329,307 1057615 1100175 77,444 34,884 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 31,705) 25,876 13,085 22,353 -19,131 -7,095 29,098 28,343 2,607 3,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 34.9 33.0 30.1 29.0 93.2 96.9 6.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 161 84 157 73 66 317 243 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 289,218 COMMITMENTS 115,948 121,815 34,171 130,834 126,264 280,953 282,250 8,265 6,968 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 8,436) 8,419 5,702 -1,916 2,062 4,836 8,565 8,622 -129 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 42.1 11.8 45.2 43.7 97.1 97.6 2.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 15 24 29 34 60 59 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 112,615 COMMITMENTS 18,524 15,728 12,797 75,095 78,666 106,416 107,191 6,199 5,424 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 4,471) 3,000 4,214 564 2,320 906 5,884 5,684 -1,413 -1,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 14.0 11.4 66.7 69.9 94.5 95.2 5.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 10 13 19 27 28 49 48 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,332,901 COMMITMENTS 588,476 56,806 84,280 625,187 1170646 1297943 1311732 34,958 21,169 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 8,152) 15,842 1,561 -4,442 -3,589 11,079 7,811 8,198 341 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 4.3 6.3 46.9 87.8 97.4 98.4 2.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 21 7 21 49 48 74 72 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 292,532 COMMITMENTS 8,529 37,270 27,023 256,606 223,012 292,158 287,305 374 5,227 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 5,643) -1,178 866 668 6,181 3,703 5,671 5,237 -28 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 12.7 9.2 87.7 76.2 99.9 98.2 0.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 10 19 19 37 34 60 59 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 86,225 COMMITMENTS 32,115 32,231 11,935 41,215 41,174 85,265 85,340 960 885 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 503) 681 2,684 -1,185 1,192 -465 688 1,034 -185 -531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 37.4 13.8 47.8 47.8 98.9 99.0 1.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 17 19 23 22 18 51 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 19,447 COMMITMENTS 12,627 2,597 3,618 2,549 13,096 18,794 19,311 653 136 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,058) 375 -144 643 30 614 1,048 1,113 10 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.9 13.4 18.6 13.1 67.3 96.6 99.3 3.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 18 2 11 10 11 30 22 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 46,092 COMMITMENTS 4,569 3,038 5,471 35,730 37,155 45,770 45,664 322 428 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,567) 581 307 550 467 537 1,598 1,394 -31 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 6.6 11.9 77.5 80.6 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 13 13 14 45 55 65 77 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,618 COMMITMENTS 485 739 111 1,480 1,614 2,076 2,464 542 154 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 189) 75 101 0 118 107 193 208 -4 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 28.2 4.2 56.5 61.7 79.3 94.1 20.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 7 4 20 22 29 30 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 185,345 COMMITMENTS 26,980 210 1,080 157,243 184,055 185,303 185,345 42 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 11,614) 12,240 0 0 -626 11,614 11,614 11,614 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 0.1 0.6 84.8 99.3 100.0 100.0 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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,760,170 COMMITMENTS 380,690 15,860 26,250 2353230 2718060 2760170 2760170 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -63,120) 0 0 0 -63,120 -63,120 -63,120 -63,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 0.6 1.0 85.3 98.5 100.0 100.0 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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,994 COMMITMENTS 3,825 0 0 42,127 45,994 45,952 45,994 42 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 282) 0 0 0 282 282 282 282 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 0.0 91.6 100.0 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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 897,987 COMMITMENTS 0 0 0 897,987 897,987 897,987 897,987 0 0 CHANGES FROM 10/04/16 (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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 127,776 COMMITMENTS 5,280 0 0 122,232 127,776 127,512 127,776 264 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -42,592) -1,760 0 0 -40,744 -42,592 -42,504 -42,592 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 0.0 95.7 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 12 8 13 8 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,967 COMMITMENTS 121 576 307 23,539 22,424 23,967 23,307 0 660 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,085) 63 120 13 1,009 985 1,085 1,118 0 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.4 1.3 98.2 93.6 100.0 97.2 0.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 4 23 27 27 32 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 135,335 COMMITMENTS 8,606 1,706 4,636 121,307 128,378 134,549 134,720 786 615 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -9,386) 859 -458 -61 -10,058 -8,713 -9,260 -9,232 -126 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 1.3 3.4 89.6 94.9 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 13 9 13 59 56 78 72 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 96,427 COMMITMENTS 12,553 9,086 16 83,757 86,820 96,326 95,922 101 505 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -175) 25 0 15 -277 -134 -237 -119 62 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 9.4 0.0 86.9 90.0 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 5 2 26 30 31 36 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,581 COMMITMENTS 1,991 1,343 495 31,893 32,105 34,379 33,943 202 638 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 369) 7 8 104 294 117 405 229 -36 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 3.9 1.4 92.2 92.8 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 9 2 4 33 37 44 42 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,470 COMMITMENTS 2,448 1,905 638 13,012 13,367 16,098 15,910 372 560 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 768) 36 275 -9 756 502 783 768 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 11.6 3.9 79.0 81.2 97.7 96.6 2.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 3 3 29 21 34 25 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,030 COMMITMENTS 479 216 172 13,379 14,306 14,030 14,694 1,000 336 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -33) -26 20 36 -12 -82 -2 -26 -31 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.4 1.1 89.0 95.2 93.3 97.8 6.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 2 27 19 31 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,880,412 COMMITMENTS 597,569 183,919 585,618 595,974 1005305 1779161 1774842 101,251 105,570 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 8,747) 26,263 -24,411 26,680 -47,002 6,108 5,941 8,377 2,806 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 9.8 31.1 31.7 53.5 94.6 94.4 5.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400) 153 101 165 95 121 325 328 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,743 COMMITMENTS 58,027 16,590 2,161 29,863 51,170 90,051 69,921 24,692 44,822 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,832) 961 1,317 346 -856 -5,603 451 -3,940 1,381 5,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.6 14.5 1.9 26.0 44.6 78.5 60.9 21.5 39.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 4 6 10 13 18 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,096 COMMITMENTS 20,351 53,044 45,276 57,292 23,189 122,919 121,509 7,177 8,587 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,651) 3,136 -283 1,669 -3,321 305 1,484 1,691 167 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 40.8 34.8 44.0 17.8 94.5 93.4 5.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 14 16 27 18 17 49 46 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,560 COMMITMENTS 120 0 0 11,395 11,545 11,515 11,545 45 15 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 122) 0 0 0 122 122 122 122 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 98.6 99.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 18 21 19 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,107 COMMITMENTS 19,325 6,886 367 3,495 16,428 23,187 23,681 1,920 1,426 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,871) -1,619 -7 -212 -562 -2,796 -2,393 -3,015 -478 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.0 27.4 1.5 13.9 65.4 92.4 94.3 7.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 74 39 7 20 32 98 75 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 69,710 COMMITMENTS 48,923 22,645 1,372 11,696 42,161 61,991 66,178 7,719 3,532 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 15) -2,050 4,736 88 1,883 -5,039 -79 -215 94 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.2 32.5 2.0 16.8 60.5 88.9 94.9 11.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 134 50 22 28 37 174 99 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 404,734 COMMITMENTS 130,131 66,580 64,727 184,445 256,253 379,303 387,560 25,431 17,174 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 21,672) 1,851 885 906 17,665 19,350 20,422 21,141 1,250 531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 16.5 16.0 45.6 63.3 93.7 95.8 6.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 91 52 69 88 105 215 196 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,164 COMMITMENTS 2,953 1,871 13 7,993 8,990 10,959 10,874 2,205 2,290 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 828) 730 -21 0 200 768 930 747 -102 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 14.2 0.1 60.7 68.3 83.2 82.6 16.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 2 13 14 18 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,306 COMMITMENTS 1,695 547 1,418 5,324 5,696 8,437 7,661 869 1,645 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,778) 253 0 675 750 853 1,678 1,528 100 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 5.9 15.2 57.2 61.2 90.7 82.3 9.3 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 5 13 13 18 19 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,518 COMMITMENTS 0 172 165 12,298 12,315 12,463 12,652 1,055 866 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 375) 0 0 0 400 450 400 450 -25 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 1.2 91.0 91.1 92.2 93.6 7.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 12 19 13 20 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,246 COMMITMENTS 2,317 4,794 361 12,357 11,932 15,035 17,087 5,211 3,159 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,501) 537 -240 -385 1,671 2,053 1,823 1,428 -322 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 23.7 1.8 61.0 58.9 74.3 84.4 25.7 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 2 12 14 17 17 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 18,552 COMMITMENTS 7,667 17,237 550 10,306 605 18,523 18,392 29 160 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 467) 180 388 80 202 -46 462 422 5 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 92.9 3.0 55.6 3.3 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 6 4 10 5 21 12 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 19,373 COMMITMENTS 8,251 8,836 5,067 5,690 4,737 19,008 18,640 365 733 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 248) 46 -52 83 80 170 209 201 39 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 45.6 26.2 29.4 24.5 98.1 96.2 1.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 19 16 25 13 14 45 44 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,448 COMMITMENTS 2,822 589 135 33,075 35,643 36,032 36,367 416 81 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,683) 294 0 -36 1,425 1,719 1,683 1,683 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.6 0.4 90.7 97.8 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 1 25 16 29 19 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,882 COMMITMENTS 1,403 1,152 0 3,427 3,725 4,830 4,877 52 5 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 23.6 0.0 70.2 76.3 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 0 10 8 14 11 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,441 COMMITMENTS 1,388 5,637 837 15,975 12,730 18,200 19,204 1,241 237 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 602) 94 -74 53 439 527 586 506 16 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 29.0 4.3 82.2 65.5 93.6 98.8 6.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 6 7 29 24 38 34 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,549 COMMITMENTS 128 2,449 71 3,331 1,497 3,530 4,017 1,019 532 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 330) 48 11 21 320 400 389 432 -59 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 53.8 1.6 73.2 32.9 77.6 88.3 22.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 2 18 17 21 22 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,414 COMMITMENTS 900 3,068 320 6,942 5,026 8,162 8,414 252 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 990) 33 464 57 965 469 1,055 990 -65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 36.5 3.8 82.5 59.7 97.0 100.0 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 10 5 23 27 29 40 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,214 COMMITMENTS 459 410 151 328 425 938 986 276 228 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 498) 69 250 131 238 70 438 451 60 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 33.8 12.4 27.0 35.0 77.3 81.2 22.7 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 5 3 5 10 15 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,483 COMMITMENTS 1,768 5,145 1,571 9,887 8,987 13,226 15,703 6,257 3,780 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 458) -47 110 161 649 161 763 432 -305 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 26.4 8.1 50.7 46.1 67.9 80.6 32.1 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 3 12 15 16 19
Updated October 14, 2016