GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,733 COMMITMENTS 7,157 3,508 1,918 44,115 48,228 53,190 53,654 543 79 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,351) 58 406 148 1,145 797 1,351 1,351 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 6.5 3.6 82.1 89.8 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 12 4 10 40 44 53 57 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,476 COMMITMENTS 0 0 0 5,476 5,476 5,476 5,476 0 0 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -67) 0 0 0 -67 -67 -67 -67 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: 21) 0 0 0 13 19 13 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,797 COMMITMENTS 391 332 1,279 9,503 9,708 11,173 11,319 624 478 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -93) -4 0 -94 76 29 -22 -65 -71 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 2.8 10.8 80.6 82.3 94.7 95.9 5.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 3 12 33 34 45 47 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,313 COMMITMENTS 127 25 140 1,828 1,901 2,095 2,066 218 247 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 63) 0 0 15 63 65 78 80 -15 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.1 6.1 79.0 82.2 90.6 89.3 9.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 2 16 19 20 21 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,997 COMMITMENTS 1,705 455 875 10,904 12,167 13,484 13,497 513 500 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 881) -3 10 -58 952 874 891 826 -10 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 3.3 6.3 77.9 86.9 96.3 96.4 3.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 4 9 32 39 41 49 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,995 COMMITMENTS 124 1,337 199 8,258 6,974 8,581 8,510 414 485 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 269) -15 9 16 280 250 281 275 -12 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 14.9 2.2 91.8 77.5 95.4 94.6 4.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 5 4 23 25 28 31 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,692 COMMITMENTS 240 149 125 1,244 1,068 1,609 1,342 83 350 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 155) 20 0 10 142 162 172 172 -17 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 8.8 7.4 73.5 63.1 95.1 79.3 4.9 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 4 10 14 16 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,724 COMMITMENTS 235 3,260 810 23,608 20,615 24,653 24,685 71 39 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 258) 0 -60 0 258 300 258 240 0 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 13.2 3.3 95.5 83.4 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 5 25 21 31 27 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,594 COMMITMENTS 1,301 2,074 268 4,457 4,024 6,026 6,366 568 228 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 347) -9 60 90 309 269 390 419 -43 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 31.5 4.1 67.6 61.0 91.4 96.5 8.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 11 5 8 24 27 38 37 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 6,829 COMMITMENTS 357 951 234 5,359 5,479 5,950 6,664 879 165 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 56) 10 -25 20 -5 55 25 50 31 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 13.9 3.4 78.5 80.2 87.1 97.6 12.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 6 20 20 27 26 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 439,089 COMMITMENTS 95,230 47,004 73,007 220,122 290,924 388,359 410,935 50,730 28,154 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -1,610) 4,963 -1,328 -15,873 3,338 14,473 -7,572 -2,728 5,962 1,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 10.7 16.6 50.1 66.3 88.4 93.6 11.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 57 30 58 89 91 177 155 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,981 COMMITMENTS 0 1,000 0 41,373 42,453 41,373 43,453 7,608 5,528 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 441) 0 0 0 441 481 441 481 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 84.5 86.7 84.5 88.7 15.5 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 23 27 23 29 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,221,230 COMMITMENTS 323,255 323,488 394,073 433,325 478,271 1150653 1195832 70,577 25,398 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 13,152) 5,994 6,347 8,453 -3,333 1,372 11,114 16,172 2,038 -3,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 26.5 32.3 35.5 39.2 94.2 97.9 5.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 136 66 128 74 62 275 208 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 362,526 COMMITMENTS 140,965 141,783 33,142 178,905 182,372 353,012 357,297 9,514 5,229 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 13,942) 7,914 -8,911 5,011 1,077 17,600 14,002 13,700 -60 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 39.1 9.1 49.3 50.3 97.4 98.6 2.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 20 20 25 41 43 77 73 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 137,648 COMMITMENTS 20,268 21,818 21,968 88,605 89,098 130,841 132,884 6,807 4,764 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 8,190) 5,374 6,486 -1,880 4,528 4,091 8,022 8,697 168 -507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 15.9 16.0 64.4 64.7 95.1 96.5 4.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 17 19 24 29 29 59 59 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,431,302 COMMITMENTS 664,281 48,347 103,844 632,342 1260258 1400467 1412449 30,835 18,853 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 22,663) -12,047 9,722 13,375 20,949 -1,413 22,277 21,684 386 979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 3.4 7.3 44.2 88.0 97.8 98.7 2.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 21 8 21 50 49 79 70 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,798 COMMITMENTS 20,433 41,601 21,379 265,895 242,462 307,707 305,442 2,091 4,356 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,767) 597 -1,601 1,324 2,362 5,676 4,283 5,399 -1,516 -2,632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 13.4 6.9 85.8 78.3 99.3 98.6 0.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 16 16 23 37 34 64 62 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 76,698 COMMITMENTS 23,587 30,805 10,050 42,356 35,011 75,993 75,866 705 832 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -490) 125 190 -370 -305 -320 -550 -500 60 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 40.2 13.1 55.2 45.6 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 13 18 17 24 21 48 45 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 18,433 COMMITMENTS 11,021 3,278 1,195 5,749 13,710 17,965 18,183 468 250 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 83) 170 -15 -27 -50 125 93 83 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.8 17.8 6.5 31.2 74.4 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 7 8 13 15 28 25 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 4,432 COMMITMENTS 0 760 50 4,186 3,364 4,236 4,174 196 258 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 125) 0 24 0 235 114 235 138 -110 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.1 1.1 94.4 75.9 95.6 94.2 4.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 2 16 16 18 20 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 57,066 COMMITMENTS 8,762 6,225 9,366 38,730 41,305 56,858 56,896 208 170 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 414) -210 83 10 706 324 506 417 -92 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 10.9 16.4 67.9 72.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 19 17 18 48 67 76 94 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,676 COMMITMENTS 1,554 1,197 333 2,344 3,007 4,231 4,537 445 139 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 163) 29 -32 69 45 80 143 117 20 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 25.6 7.1 50.1 64.3 90.5 97.0 9.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 10 7 19 21 29 35 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 159,755 COMMITMENTS 19,232 0 4,034 136,489 155,721 159,755 159,755 0 0 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 5,741) -5,588 0 1,424 9,905 4,317 5,741 5,741 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 0.0 2.5 85.4 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 17 16 18 17 PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 28,784 COMMITMENTS 1,120 1,120 0 27,608 27,664 28,728 28,784 56 0 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -53,456) -2,080 -2,080 0 -51,272 -51,376 -53,352 -53,456 -104 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 3.9 0.0 95.9 96.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 12 8 13 9 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,873 COMMITMENTS 2,776 1,099 144 34,761 35,814 37,681 37,057 192 816 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 423) 65 0 8 170 235 243 243 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 2.9 0.4 91.8 94.6 99.5 97.8 0.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 2 2 25 27 33 30 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 138,123 COMMITMENTS 9,388 2,698 4,684 123,357 130,540 137,429 137,922 694 201 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -181) -18 270 -22 -94 -392 -134 -144 -47 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 2.0 3.4 89.3 94.5 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 18 13 15 61 62 88 83 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 104,545 COMMITMENTS 15,158 6,758 1 89,215 96,592 104,374 103,351 171 1,194 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,265) 0 0 0 1,265 1,220 1,265 1,220 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 6.5 0.0 85.3 92.4 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 5 1 27 30 36 35 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,070 COMMITMENTS 1,647 1,185 894 35,241 35,534 37,782 37,613 288 457 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,132) 93 -6 112 1,937 2,041 2,142 2,147 -10 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 3.1 2.3 92.6 93.3 99.2 98.8 0.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 10 2 5 32 37 43 44 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,259 COMMITMENTS 2,962 103 128 14,105 16,223 17,195 16,454 64 805 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 308) 120 0 30 158 182 308 212 0 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 0.6 0.7 81.7 94.0 99.6 95.3 0.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 2 30 24 35 26 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,061 COMMITMENTS 472 481 280 16,768 16,744 17,520 17,505 541 556 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,030) 30 20 29 912 922 971 971 59 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 2.7 1.6 92.8 92.7 97.0 96.9 3.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 5 3 30 23 36 29 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,037,834 COMMITMENTS 608,865 163,933 719,247 609,540 1068910 1937652 1952090 100,182 85,744 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 8,027) 5,161 -3,110 22,489 -21,704 -16,431 5,946 2,948 2,081 5,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 8.0 35.3 29.9 52.5 95.1 95.8 4.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 152 93 171 100 123 349 321 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 123,431 COMMITMENTS 55,160 20,747 1,958 49,349 49,987 106,467 72,692 16,964 50,739 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,740) 667 378 120 1,501 144 2,288 642 -548 1,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 16.8 1.6 40.0 40.5 86.3 58.9 13.7 41.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 5 6 15 15 22 24 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 123,379 COMMITMENTS 22,187 53,893 44,965 42,482 17,020 109,634 115,878 13,745 7,501 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 4,402) 276 4,172 22 3,246 616 3,544 4,810 858 -408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 43.7 36.4 34.4 13.8 88.9 93.9 11.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 15 18 26 16 16 47 47 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,005 COMMITMENTS 210 0 0 9,795 9,775 10,005 9,775 0 230 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 97.9 97.7 100.0 97.7 0.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 18 13 19 13 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,290 COMMITMENTS 17,962 3,776 333 4,304 19,258 22,599 23,367 1,691 923 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -866) -1,181 -330 32 275 -419 -874 -717 8 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.9 15.5 1.4 17.7 79.3 93.0 96.2 7.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 65 34 9 23 30 92 71 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,714 COMMITMENTS 42,038 16,624 3,043 11,402 40,266 56,483 59,933 7,231 3,781 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -638) -399 455 -757 133 -780 -1,023 -1,082 385 444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.0 26.1 4.8 17.9 63.2 88.7 94.1 11.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 125 44 26 34 35 170 97 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 403,774 COMMITMENTS 128,796 63,384 58,714 188,236 267,297 375,746 389,395 28,028 14,379 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 11,075) 12,249 7,434 -1,466 -1,846 5,679 8,937 11,647 2,138 -572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 15.7 14.5 46.6 66.2 93.1 96.4 6.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 99 46 69 93 108 225 200 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,940 COMMITMENTS 2,774 1,139 793 7,333 8,806 10,900 10,738 2,040 2,202 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 3,219) 1,500 676 433 1,387 2,134 3,320 3,243 -101 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 8.8 6.1 56.7 68.1 84.2 83.0 15.8 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 4 6 14 11 22 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 20,679 COMMITMENTS 2,050 417 6,050 11,311 12,603 19,411 19,070 1,268 1,609 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 655) 200 0 100 185 535 485 635 170 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 2.0 29.3 54.7 60.9 93.9 92.2 6.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 5 13 16 19 21 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,330 COMMITMENTS 0 390 0 16,790 17,210 16,790 17,600 1,540 730 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,305) 0 0 0 750 1,075 750 1,075 555 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 91.6 93.9 91.6 96.0 8.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 18 21 18 22 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,515 COMMITMENTS 3,313 3,871 1,763 9,882 11,191 14,958 16,825 5,557 3,690 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 871) 0 -160 75 724 1,583 799 1,498 72 -627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 18.9 8.6 48.2 54.6 72.9 82.0 27.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 6 10 12 17 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 15,260 COMMITMENTS 5,659 13,807 824 8,489 441 14,972 15,072 288 188 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 53) 75 65 106 -128 -148 53 23 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 90.5 5.4 55.6 2.9 98.1 98.8 1.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 4 4 9 4 18 11 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,874 COMMITMENTS 8,676 7,762 5,194 4,609 5,447 18,479 18,403 395 471 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 563) -186 -108 481 255 103 550 476 13 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 41.1 27.5 24.4 28.9 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 25 16 26 14 15 48 50 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,953 COMMITMENTS 2,648 814 431 32,592 34,688 35,671 35,933 282 20 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 856) 0 2 31 825 873 856 906 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 2.3 1.2 90.7 96.5 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 2 20 20 25 23 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,650 COMMITMENTS 100 1,620 835 4,595 3,195 5,530 5,650 120 0 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 105) 0 0 75 30 30 105 105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 28.7 14.8 81.3 56.5 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 7 6 12 8 20 15 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,792 COMMITMENTS 1,389 864 377 6,022 6,536 7,788 7,777 4 15 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 11.1 4.8 77.3 83.9 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 4 4 13 13 21 19 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,546 COMMITMENTS 2,635 3,328 948 13,647 13,979 17,230 18,255 1,316 291 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 7) 20 -58 0 -13 20 7 -38 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 17.9 5.1 73.6 75.4 92.9 98.4 7.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 6 6 29 26 38 35 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 5,195 COMMITMENTS 250 1,866 192 3,861 2,643 4,303 4,701 892 494 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 53) -6 -15 9 5 59 8 53 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 35.9 3.7 74.3 50.9 82.8 90.5 17.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 6 5 23 21 28 29 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,321 COMMITMENTS 177 1,075 320 3,679 2,906 4,176 4,301 145 20 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 113) 0 28 0 113 85 113 113 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 24.9 7.4 85.1 67.3 96.6 99.5 3.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 5 6 11 9 17 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,993 COMMITMENTS 891 2,859 942 8,839 7,069 10,672 10,870 321 123 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 127) 18 -38 11 39 145 68 118 59 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 26.0 8.6 80.4 64.3 97.1 98.9 2.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 9 7 26 29 36 40 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,022 COMMITMENTS 1,071 556 283 593 1,107 1,947 1,946 75 76 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 80) 180 40 -60 -20 120 100 100 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 27.5 14.0 29.3 54.7 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 6 6 12 20 24 28 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 12/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,178 COMMITMENTS 2,354 8,708 4,675 16,076 10,692 23,105 24,075 4,073 3,103 CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 125) 94 -347 -113 -76 240 -95 -220 220 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 32.0 17.2 59.2 39.3 85.0 88.6 15.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 5 6 17 14 24 21
Updated December 30, 2016