GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,690 COMMITMENTS 8,910 4,476 1,509 43,230 48,410 53,649 54,395 1,041 295 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,902) 581 180 -275 1,596 1,986 1,902 1,891 0 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 8.2 2.8 79.0 88.5 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 6 8 35 42 46 53 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,113 COMMITMENTS 0 0 0 7,113 7,113 7,113 7,113 0 0 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 297) 0 0 0 297 297 297 297 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 19 15 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,909 COMMITMENTS 698 174 1,029 7,608 8,299 9,335 9,502 574 407 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 729) 31 145 163 634 447 828 755 -99 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 1.8 10.4 76.8 83.8 94.2 95.9 5.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 9 30 31 39 41 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,398 COMMITMENTS 1,538 744 628 8,956 9,731 11,122 11,103 276 295 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 338) -11 40 23 279 264 291 327 47 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 6.5 5.5 78.6 85.4 97.6 97.4 2.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 7 4 7 35 42 44 52 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,730 COMMITMENTS 40 1,381 213 6,924 5,380 7,177 6,974 553 756 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 498) 0 88 23 482 337 505 448 -7 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 17.9 2.8 89.6 69.6 92.8 90.2 7.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 3 22 16 26 20 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,736 COMMITMENTS 336 403 75 1,215 1,229 1,626 1,707 110 29 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 110) -5 55 35 60 13 90 103 20 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 23.2 4.3 70.0 70.8 93.7 98.3 6.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 4 2 13 16 17 22 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,106 COMMITMENTS 439 5,780 502 22,102 16,824 23,043 23,106 63 0 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 613) 0 140 0 613 473 613 613 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 25.0 2.2 95.7 72.8 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 5 2 23 18 27 23 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,401 COMMITMENTS 786 2,226 248 4,621 3,463 5,655 5,937 746 464 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 285) -70 35 21 244 200 195 256 90 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 34.8 3.9 72.2 54.1 88.3 92.8 11.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 8 5 24 24 30 33 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 5,351 COMMITMENTS 0 906 345 4,299 3,777 4,644 5,028 707 323 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 292) 0 110 40 248 131 288 281 4 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.9 6.4 80.3 70.6 86.8 94.0 13.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 5 18 18 23 23 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 412,448 COMMITMENTS 80,399 53,266 72,202 213,546 256,306 366,147 381,774 46,301 30,674 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -8,275) 216 -1,262 -7,110 1,243 -1,418 -5,651 -9,790 -2,624 1,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 12.9 17.5 51.8 62.1 88.8 92.6 11.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 48 45 66 86 84 175 160 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,227 COMMITMENTS 0 1,075 250 41,930 42,954 42,180 44,279 6,047 3,948 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 867) 0 150 -150 897 1,137 747 1,137 120 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.5 86.9 89.1 87.5 91.8 12.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 3 2 27 32 29 35 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,143,189 COMMITMENTS 341,284 357,198 373,673 354,472 382,284 1069429 1113155 73,760 30,034 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -41,682) -9,278 -24,489 -22,736 -3,247 6,111 -35,261 -41,114 -6,421 -568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 31.2 32.7 31.0 33.4 93.5 97.4 6.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 154 90 154 74 62 307 242 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 307,393 COMMITMENTS 117,752 124,272 45,495 136,745 131,346 299,992 301,113 7,401 6,280 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 15,510) -1,023 3,580 11,039 5,953 2,153 15,969 16,772 -459 -1,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 40.4 14.8 44.5 42.7 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 21 13 26 37 38 70 66 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 141,913 COMMITMENTS 22,294 27,000 20,463 93,240 90,833 135,997 138,296 5,916 3,617 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 18,954) 2,405 7,155 4,941 12,073 7,384 19,419 19,480 -465 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 19.0 14.4 65.7 64.0 95.8 97.5 4.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 15 16 23 31 30 58 57 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,393,751 COMMITMENTS 635,730 56,419 92,037 632,596 1225300 1360363 1373756 33,388 19,995 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 43,903) 29,687 -690 12,170 2,894 33,827 44,751 45,307 -848 -1,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 4.0 6.6 45.4 87.9 97.6 98.6 2.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 21 8 22 52 49 80 73 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 294,000 COMMITMENTS 6,584 40,699 25,895 260,915 223,205 293,394 289,799 606 4,201 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,071) 378 593 192 423 318 993 1,103 78 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 13.8 8.8 88.7 75.9 99.8 98.6 0.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 10 19 24 39 33 65 60 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 88,109 COMMITMENTS 31,106 32,351 11,701 44,181 43,061 86,988 87,113 1,121 996 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,243) -860 -1,651 -85 1,883 2,586 938 850 305 393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 36.7 13.3 50.1 48.9 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 17 17 23 23 19 51 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 19,890 COMMITMENTS 12,911 2,397 3,495 2,726 13,827 19,132 19,719 758 171 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 148) 89 -10 -49 83 207 123 148 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.9 12.1 17.6 13.7 69.5 96.2 99.1 3.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 15 3 12 12 11 30 23 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 54,136 COMMITMENTS 5,663 3,905 7,284 40,683 42,470 53,630 53,659 506 477 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 4,559) 546 424 810 3,047 3,351 4,403 4,585 156 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 7.2 13.5 75.1 78.5 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 12 14 14 44 60 64 82 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,116 COMMITMENTS 427 848 143 2,009 1,951 2,579 2,942 537 174 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 256) -18 51 -18 275 213 239 246 17 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 27.2 4.6 64.5 62.6 82.8 94.4 17.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 8 4 25 24 33 33 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 178,021 COMMITMENTS 26,980 210 1,080 149,919 176,731 177,979 178,021 42 0 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 0.1 0.6 84.2 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,755,586 COMMITMENTS 380,690 15,860 26,250 2348646 2713476 2755586 2755586 0 0 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 0.6 1.0 85.2 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,440 COMMITMENTS 3,825 0 0 43,573 47,440 47,398 47,440 42 0 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 171) 0 0 0 171 171 171 171 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 0.0 91.8 100.0 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 925,237 COMMITMENTS 0 0 0 925,237 925,237 925,237 925,237 0 0 CHANGES FROM 10/18/16 (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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 42,592 COMMITMENTS 1,760 0 0 40,744 42,592 42,504 42,592 88 0 CHANGES FROM 10/18/16 (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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,040 COMMITMENTS 543 974 286 26,188 25,102 27,017 26,362 23 678 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 825) 159 398 -46 689 455 802 807 23 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.6 1.1 96.8 92.8 99.9 97.5 0.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 4 21 26 25 31 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 136,848 COMMITMENTS 8,505 1,800 4,498 123,160 129,911 136,163 136,209 685 639 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -1,576) 456 -131 -28 -1,862 -1,599 -1,434 -1,758 -142 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.3 3.3 90.0 94.9 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 15 9 13 62 62 84 78 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 97,744 COMMITMENTS 12,653 8,383 1 84,941 88,987 97,595 97,371 149 373 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,997) 10 -768 0 1,939 2,897 1,949 2,129 48 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 8.6 0.0 86.9 91.0 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 6 1 26 30 31 36 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,454 COMMITMENTS 1,993 1,335 460 33,747 33,971 36,200 35,766 254 688 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 988) -76 -43 -1 1,063 1,042 986 998 2 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 3.7 1.3 92.6 93.2 99.3 98.1 0.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 9 1 3 33 38 43 42 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,907 COMMITMENTS 2,578 94 166 13,821 15,877 16,565 16,137 342 770 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 267) 65 15 -15 247 57 297 57 -30 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 0.6 1.0 81.7 93.9 98.0 95.4 2.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 2 31 22 35 25 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,586 COMMITMENTS 497 224 249 14,830 15,712 15,576 16,185 1,010 401 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 946) -45 0 100 911 811 966 911 -20 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.4 1.5 89.4 94.7 93.9 97.6 6.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 3 27 21 32 26 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,821,737 COMMITMENTS 571,822 168,236 588,360 557,093 971,594 1717275 1728190 104,462 93,547 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 10,456) -6,708 -2,299 17,946 -5,267 495 5,971 16,142 4,485 -5,686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 9.2 32.3 30.6 53.3 94.3 94.9 5.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 136 98 176 96 120 328 326 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,046 COMMITMENTS 57,840 17,652 2,453 30,234 50,784 90,527 70,889 25,519 45,157 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 318) -182 738 82 212 -496 112 324 206 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.8 15.2 2.1 26.1 43.8 78.0 61.1 22.0 38.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 6 9 11 17 20 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,954 COMMITMENTS 23,210 52,829 38,979 55,908 23,599 118,097 115,407 6,857 9,547 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -2,328) 1,610 810 -5,015 910 688 -2,495 -3,517 167 1,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 42.3 31.2 44.7 18.9 94.5 92.4 5.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 15 29 18 18 51 49 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,615 COMMITMENTS 285 0 0 11,315 11,600 11,600 11,600 15 15 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -1,355) -60 0 0 -1,280 -1,370 -1,340 -1,370 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 97.4 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 21 22 23 22 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,605 COMMITMENTS 14,185 6,415 367 5,033 13,402 19,585 20,184 2,020 1,421 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -1,392) -1,891 -159 -11 515 -1,335 -1,387 -1,505 -5 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.7 29.7 1.7 23.3 62.0 90.7 93.4 9.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 61 39 9 24 31 89 77 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,383 COMMITMENTS 49,339 29,241 1,725 11,101 35,722 62,165 66,688 8,218 3,695 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 889) 1,121 2,460 374 -747 -2,146 748 688 141 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.1 41.5 2.5 15.8 50.8 88.3 94.8 11.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 138 57 23 33 34 184 102 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 422,262 COMMITMENTS 135,992 75,839 65,950 195,083 262,865 397,025 404,654 25,237 17,608 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,198) -1,937 1,964 -1,554 5,209 1,466 1,718 1,876 -520 -678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 18.0 15.6 46.2 62.3 94.0 95.8 6.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 90 55 64 92 102 217 192 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,175 COMMITMENTS 2,953 1,821 123 8,677 9,791 11,753 11,735 2,422 2,440 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -173) 0 -850 60 -300 517 -240 -273 67 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 12.8 0.9 61.2 69.1 82.9 82.8 17.1 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 3 13 14 19 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 11,290 COMMITMENTS 2,145 687 2,126 6,020 6,992 10,291 9,805 999 1,485 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 245) 350 0 25 -130 190 245 215 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 6.1 18.8 53.3 61.9 91.2 86.8 8.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 5 14 14 20 20 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,573 COMMITMENTS 0 722 95 13,388 12,851 13,483 13,668 1,090 905 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 555) 0 550 -70 500 75 430 555 125 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.7 91.9 88.2 92.5 93.8 7.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 1 14 20 15 22 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,856 COMMITMENTS 3,351 4,825 441 15,121 15,618 18,913 20,884 4,943 2,972 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,484) 481 331 101 1,171 1,446 1,753 1,878 -269 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 20.2 1.8 63.4 65.5 79.3 87.5 20.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 3 15 17 21 21 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,401 COMMITMENTS 8,131 17,743 888 10,349 692 19,368 19,323 33 78 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -97) -108 -136 158 -147 -122 -97 -100 0 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 91.5 4.6 53.3 3.6 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 5 5 10 5 22 12 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 19,427 COMMITMENTS 8,442 8,779 4,752 5,850 5,114 19,044 18,645 383 782 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 71) -125 -245 -22 190 228 43 -39 28 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 45.2 24.5 30.1 26.3 98.0 96.0 2.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 22 16 25 14 15 48 46 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,431 COMMITMENTS 2,832 150 180 33,003 36,020 36,015 36,350 416 81 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 865) -20 -150 105 780 910 865 865 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 0.4 0.5 90.6 98.9 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 1 26 15 30 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,615 COMMITMENTS 0 445 420 3,195 2,750 3,615 3,615 0 0 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.3 11.6 88.4 76.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 5 14 10 19 15 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,075 COMMITMENTS 1,403 1,152 0 3,660 3,905 5,063 5,057 12 18 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 145) 0 0 0 145 145 145 145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 22.7 0.0 72.1 76.9 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 3 0 13 9 17 12 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,158 COMMITMENTS 1,144 5,522 1,005 16,768 13,394 18,917 19,921 1,241 237 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 58) -229 45 -45 332 58 58 58 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 27.4 5.0 83.2 66.4 93.8 98.8 6.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 6 6 30 26 39 35 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,805 COMMITMENTS 168 2,538 56 3,564 1,587 3,788 4,181 1,017 624 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 62) -15 22 6 132 -14 123 14 -61 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 52.8 1.2 74.2 33.0 78.8 87.0 21.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 2 19 18 22 23 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,330 COMMITMENTS 141 727 251 2,618 2,232 3,010 3,210 320 120 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 21.8 7.5 78.6 67.0 90.4 96.4 9.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 6 3 8 12 12 19 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,663 COMMITMENTS 1,231 3,681 458 7,710 5,503 9,399 9,642 264 21 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 597) 15 191 150 432 256 597 597 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 38.1 4.7 79.8 56.9 97.3 99.8 2.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 9 5 25 27 32 39 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,314 COMMITMENTS 509 200 151 458 735 1,118 1,086 196 228 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 80) -20 -90 0 120 170 100 80 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 15.2 11.5 34.9 55.9 85.1 82.6 14.9 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 6 3 10 15 21 22 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,533 COMMITMENTS 2,139 4,540 2,520 11,305 10,468 15,964 17,528 5,569 4,005 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 712) 179 -218 528 -392 173 315 483 397 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 21.1 11.7 52.5 48.6 74.1 81.4 25.9 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 14 17 19 22
Updated October 28, 2016