GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,081 COMMITMENTS 23,069 5,675 1,584 31,680 49,314 56,333 56,573 748 508 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,949) 476 1,093 -134 2,607 1,971 2,949 2,930 0 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 9.9 2.8 55.5 86.4 98.7 99.1 1.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 7 5 35 36 41 45 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,663 COMMITMENTS 625 200 0 6,027 6,452 6,652 6,652 11 11 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 961) 0 0 0 961 961 961 961 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 3.0 0.0 90.5 96.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 15 14 16 15 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,063 COMMITMENTS 904 548 1,092 6,224 6,906 8,220 8,546 843 517 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 528) -45 0 176 415 408 546 584 -18 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 6.0 12.0 68.7 76.2 90.7 94.3 9.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 6 29 28 36 35 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,544 COMMITMENTS 122 268 208 789 626 1,119 1,102 425 442 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 17.4 13.5 51.1 40.5 72.5 71.4 27.5 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 3 12 12 17 15 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,697 COMMITMENTS 1,456 275 334 5,394 6,734 7,184 7,343 513 354 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 767) 105 61 0 631 706 736 767 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 3.6 4.3 70.1 87.5 93.3 95.4 6.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 4 6 31 38 38 47 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,037 COMMITMENTS 798 1,319 838 5,187 4,061 6,823 6,218 214 819 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 293) 70 -45 73 175 258 318 286 -25 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 18.7 11.9 73.7 57.7 97.0 88.4 3.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 4 7 26 18 37 27 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,616 COMMITMENTS 195 685 60 1,276 796 1,531 1,541 85 75 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 110) 90 80 -10 50 50 130 120 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 42.4 3.7 79.0 49.3 94.7 95.4 5.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 9 2 16 13 19 24 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,152 COMMITMENTS 136 12,182 120 26,884 14,584 27,140 26,886 12 266 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,270) 0 200 0 1,270 1,070 1,270 1,270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 44.9 0.4 99.0 53.7 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 1 21 13 23 16 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,015 COMMITMENTS 1,067 1,965 391 2,960 2,341 4,418 4,697 597 318 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 203) 68 -52 111 10 150 189 209 14 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 39.2 7.8 59.0 46.7 88.1 93.7 11.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 7 9 21 19 32 30 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,661 COMMITMENTS 69,928 63,186 59,769 193,183 200,578 322,880 323,533 44,781 44,128 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -14,519) 1,565 -5,456 -8,417 -5,237 1,471 -12,089 -12,401 -2,430 -2,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 17.2 16.3 52.5 54.6 87.8 88.0 12.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 42 56 62 81 93 161 179 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,431 COMMITMENTS 0 800 400 33,446 37,880 33,846 39,080 11,585 6,351 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,610) 0 475 50 2,541 -335 2,591 190 -981 1,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.9 73.6 83.4 74.5 86.0 25.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 2 24 30 26 32 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 920,223 COMMITMENTS 213,701 389,241 276,391 362,772 211,821 852,864 877,453 67,359 42,770 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -30,822) -28 -2,431 -27,230 -5,694 -4,154 -32,952 -33,815 2,130 2,993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 42.3 30.0 39.4 23.0 92.7 95.4 7.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 98 116 135 66 54 243 238 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 680,940 COMMITMENTS 36,936 27,256 214,762 425,341 436,950 677,039 678,968 3,900 1,971 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -125,817) -9,228 -18,710 -63,418 -52,586 -43,269 -125,231 -125,397 -586 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 4.0 31.5 62.5 64.2 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 46 24 60 50 54 116 118 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 312,970 COMMITMENTS 76,093 103,270 62,753 167,130 139,641 305,975 305,663 6,994 7,307 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,832) 419 1,375 -2,392 3,454 1,897 1,482 880 351 953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 33.0 20.1 53.4 44.6 97.8 97.7 2.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 20 13 28 42 36 73 67 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 118,719 COMMITMENTS 27,748 25,996 18,935 65,879 69,273 112,562 114,204 6,157 4,515 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 6,101) 2,499 1,747 3,101 3,166 1,737 8,766 6,585 -2,665 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 21.9 15.9 55.5 58.4 94.8 96.2 5.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 15 18 22 25 24 51 53 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,471,172 COMMITMENTS 557,504 55,060 113,598 759,887 1273120 1430989 1441778 40,183 29,394 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 34,866) 7,205 -5,633 13,558 14,882 26,419 35,645 34,344 -779 522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 3.7 7.7 51.7 86.5 97.3 98.0 2.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 23 13 31 59 55 93 89 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,497 COMMITMENTS 13,600 51,369 46,969 275,101 236,953 335,670 335,291 1,827 2,206 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,911) -475 8,006 -728 5,353 -3,127 4,150 4,151 -239 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 15.2 13.9 81.5 70.2 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 9 25 26 38 30 67 61 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 132,284 COMMITMENTS 44,437 69,434 21,320 65,382 40,355 131,139 131,109 1,145 1,175 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,223) 483 -2,063 1,162 -637 2,091 1,008 1,190 215 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 52.5 16.1 49.4 30.5 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 19 17 20 23 47 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,277 COMMITMENTS 19,890 6,345 3,876 8,898 22,751 32,664 32,972 613 305 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,416) 1,155 -875 608 -222 1,713 1,541 1,446 -125 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.8 19.1 11.6 26.7 68.4 98.2 99.1 1.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 15 7 14 13 11 32 28 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 4,667 COMMITMENTS 806 772 1,838 2,023 2,057 4,667 4,667 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -71) -58 131 -42 29 -160 -71 -71 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 16.5 39.4 43.3 44.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 6 8 7 7 19 17 COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 20,004 COMMITMENTS 4,863 7,660 9,975 5,166 2,369 20,004 20,004 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,913) 1,093 1,163 656 165 94 1,913 1,913 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 38.3 49.9 25.8 11.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 6 10 8 6 19 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 46,614 COMMITMENTS 4,590 1,749 4,474 37,249 40,046 46,313 46,269 301 345 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 236) -627 161 -462 1,456 500 366 199 -130 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 3.8 9.6 79.9 85.9 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 13 13 12 52 60 73 77 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,722 COMMITMENTS 391 643 604 2,880 3,131 3,875 4,378 847 344 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 201) 57 -72 52 139 172 248 152 -47 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 13.6 12.8 61.0 66.3 82.1 92.7 17.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 5 26 26 33 33 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 169,893 COMMITMENTS 12,149 1,405 2,364 155,145 166,124 169,658 169,893 235 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,614) -20 0 -16 1,651 1,630 1,614 1,614 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 0.8 1.4 91.3 97.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 21 18 22 20 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,284,660 COMMITMENTS 187,200 0 0 3097460 3284660 3284660 3284660 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -2,967) 0 0 0 -2,967 -2,967 -2,967 -2,967 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 0.0 0.0 94.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 20 17 21 17 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,369 COMMITMENTS 319 0 0 74,050 74,369 74,369 74,369 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 17 17 17 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,548,523 COMMITMENTS 3,357 0 0 1545166 1548523 1548523 1548523 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -19,600) 0 0 0 -19,600 -19,600 -19,600 -19,600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 17 12 18 12 PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 31,120 COMMITMENTS 0 0 0 31,040 31,120 31,040 31,120 80 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -34,232) 0 0 0 -34,144 -34,232 -34,144 -34,232 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 7 14 7 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,058 COMMITMENTS 1,083 62 62 21,773 22,664 22,918 22,788 140 270 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 487) 85 0 0 402 487 487 487 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.3 0.3 94.4 98.3 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 1 22 27 24 29 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 107,307 COMMITMENTS 1,696 9,270 861 103,790 96,729 106,347 106,860 960 447 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,373) 326 170 -189 3,126 3,335 3,263 3,316 110 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 8.6 0.8 96.7 90.1 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 6 11 6 56 50 66 64 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,422 COMMITMENTS 2,193 4,160 498 28,355 26,374 31,046 31,032 376 390 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,712) -111 115 96 1,775 1,502 1,760 1,713 -48 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 13.2 1.6 90.2 83.9 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 5 5 34 35 42 44 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,349 COMMITMENTS 90 771 319 8,524 7,981 8,933 9,071 416 278 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 249) 0 239 -69 308 69 239 239 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 8.2 3.4 91.2 85.4 95.6 97.0 4.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 4 3 27 26 31 31 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,008 COMMITMENTS 269 671 73 11,925 11,941 12,267 12,685 741 323 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 562) 190 -10 0 495 550 685 540 -123 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 5.2 0.6 91.7 91.8 94.3 97.5 5.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 3 24 19 28 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,514,223 COMMITMENTS 543,177 290,896 993,430 874,122 1133613 2410728 2417938 103,495 96,285 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 114,219) 28,901 6,455 44,797 45,714 58,865 119,412 110,117 -5,193 4,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 11.6 39.5 34.8 45.1 95.9 96.2 4.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469) 176 166 234 99 110 402 392 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,250 COMMITMENTS 38,330 10,507 38,286 42,211 70,472 118,828 119,265 1,422 984 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 17,898) -249 2,822 8,630 11,409 6,780 19,789 18,232 -1,891 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 8.7 31.8 35.1 58.6 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 4 4 18 16 24 23 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 119,861 COMMITMENTS 68,160 12,297 608 37,030 61,782 105,798 74,687 14,063 45,174 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,386) -564 691 -291 2,795 8,140 1,940 8,540 446 -6,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.9 10.3 0.5 30.9 51.5 88.3 62.3 11.7 37.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 4 4 15 18 22 23 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,426 COMMITMENTS 21,141 21,472 7,055 4,641 4,306 32,837 32,833 589 592 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -4,315) 674 304 -4,137 -862 -323 -4,325 -4,156 10 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.2 64.2 21.1 13.9 12.9 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 14 1 9 9 10 24 20 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,885 COMMITMENTS 20,898 1,970 28,748 79,371 90,045 129,018 120,764 11,867 20,121 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -1,548) 282 -38 -941 -633 -223 -1,292 -1,202 -256 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 1.4 20.4 56.3 63.9 91.6 85.7 8.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 2 8 18 18 26 26 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 189,417 COMMITMENTS 24,373 79,654 76,411 83,576 27,560 184,360 183,626 5,057 5,791 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 11,281) 4,112 2,529 5,817 2,047 2,398 11,976 10,744 -695 536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 42.1 40.3 44.1 14.6 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 16 10 27 16 18 45 46 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,240 COMMITMENTS 14,408 6,804 84,996 28,618 36,053 128,022 127,852 217 387 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 14,643) 2,009 2,076 9,249 3,355 3,596 14,613 14,921 30 -278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 5.3 66.3 22.3 28.1 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 8 8 13 9 21 19 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,340 COMMITMENTS 585 0 90 15,545 16,095 16,220 16,185 120 155 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -1,392) -75 0 0 -1,302 -1,390 -1,377 -1,390 -15 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 0.6 95.1 98.5 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 20 16 22 17 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,449 COMMITMENTS 16,915 12,679 1,235 6,779 10,644 24,929 24,558 1,520 1,891 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -335) -698 266 234 110 -722 -355 -222 20 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.0 47.9 4.7 25.6 40.2 94.3 92.9 5.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 65 64 22 31 27 107 104 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 68,279 COMMITMENTS 48,044 26,008 3,389 10,431 34,910 61,863 64,308 6,416 3,972 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -2,497) -288 -1,759 -3 -1,204 -79 -1,495 -1,841 -1,002 -655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.4 38.1 5.0 15.3 51.1 90.6 94.2 9.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 121 69 19 31 37 163 115 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 401,787 COMMITMENTS 120,701 45,771 81,817 176,734 252,066 379,252 379,654 22,534 22,133 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 6,433) -3,622 -2,989 4,595 7,074 5,347 8,046 6,953 -1,613 -520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 11.4 20.4 44.0 62.7 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 79 45 70 91 102 198 195 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,228 COMMITMENTS 2,161 839 1,386 8,176 10,323 11,723 12,548 2,505 1,680 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 975) 0 0 -3 928 1,061 925 1,058 50 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 5.9 9.7 57.5 72.6 82.4 88.2 17.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 4 5 12 15 19 21 RBOB UP-DOWN CAL - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,819 COMMITMENTS 0 1,578 0 9,551 7,082 9,551 8,660 268 1,159 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 37) 0 0 0 267 -413 267 -413 -230 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.1 0.0 97.3 72.1 97.3 88.2 2.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 12 13 12 15 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,693 COMMITMENTS 1,148 7,869 3,175 13,549 8,205 17,872 19,249 3,821 2,444 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,805) 555 1,450 30 1,035 320 1,620 1,800 185 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 36.3 14.6 62.5 37.8 82.4 88.7 17.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 7 16 18 23 25 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,583 COMMITMENTS 1,955 452 343 4,887 5,580 7,185 6,375 1,398 2,208 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 792) 453 150 20 720 705 1,193 875 -401 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 5.3 4.0 56.9 65.0 83.7 74.3 16.3 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 5 14 17 20 22 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 24,650 COMMITMENTS 11,212 19,122 1,768 11,543 3,760 24,523 24,650 127 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 616) 100 516 0 516 100 616 616 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.5 77.6 7.2 46.8 15.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 1 12 6 18 11 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 23,329 COMMITMENTS 9,176 9,222 7,881 5,895 5,842 22,952 22,945 377 384 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,750) 599 850 1,454 687 473 2,740 2,777 10 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 39.5 33.8 25.3 25.0 98.4 98.4 1.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 21 14 24 10 10 40 40 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,671 COMMITMENTS 2,484 175 0 33,862 36,496 36,346 36,671 325 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,933) 300 0 0 4,808 4,933 5,108 4,933 -175 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.5 0.0 92.3 99.5 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 0 27 23 30 25 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,594 COMMITMENTS 2,460 2,667 10 5,896 5,912 8,366 8,589 228 5 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 31.0 0.1 68.6 68.8 97.3 99.9 2.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 1 10 10 13 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,382 COMMITMENTS 2,052 7,717 701 11,608 6,889 14,361 15,307 1,021 75 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 508) -6 703 0 533 -208 527 495 -19 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 50.2 4.6 75.5 44.8 93.4 99.5 6.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 7 5 21 13 30 21 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,477 COMMITMENTS 409 1,905 948 8,591 7,313 9,948 10,166 529 311 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 239) -9 44 183 65 192 239 419 0 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 18.2 9.0 82.0 69.8 95.0 97.0 5.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 9 7 21 21 31 34 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,404 COMMITMENTS 708 210 137 479 842 1,324 1,189 80 215 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 20) -60 40 -20 100 -30 20 -10 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.4 15.0 9.8 34.1 60.0 94.3 84.7 5.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 7 5 8 13 17 23 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,586 COMMITMENTS 1,315 5,902 2,984 21,886 18,750 26,185 27,636 6,401 4,950 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,011) 208 436 -70 1,335 1,733 1,473 2,099 538 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 18.1 9.2 67.2 57.5 80.4 84.8 19.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 17 16 20 20
Updated January 29, 2016