GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,254 COMMITMENTS 25,569 7,453 450 29,603 48,063 55,622 55,966 632 288 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,298) 763 516 -50 1,415 1,776 2,128 2,242 170 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.5 13.2 0.8 52.6 85.4 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 6 2 37 38 41 45 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,609 COMMITMENTS 525 0 0 7,084 7,609 7,609 7,609 0 0 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.0 0.0 93.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 15 16 15 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,805 COMMITMENTS 541 335 896 6,439 7,034 7,876 8,265 929 540 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -32) 32 24 95 -146 -120 -19 -1 -13 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 3.8 10.2 73.1 79.9 89.4 93.9 10.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 4 26 29 30 35 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,852 COMMITMENTS 1,609 228 224 4,417 5,771 6,250 6,223 602 629 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 419) 148 15 -2 263 411 409 424 10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 3.3 3.3 64.5 84.2 91.2 90.8 8.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 3 5 25 30 31 38 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,622 COMMITMENTS 1,186 1,102 818 5,386 5,201 7,390 7,121 232 501 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 388) 115 160 64 244 164 423 388 -35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 14.5 10.7 70.7 68.2 97.0 93.4 3.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 10 5 6 30 22 42 31 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,274 COMMITMENTS 80 552 135 964 467 1,179 1,154 95 120 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 128) -10 63 20 128 65 138 148 -10 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 43.3 10.6 75.7 36.7 92.5 90.6 7.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 9 4 14 9 19 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,748 COMMITMENTS 107 12,027 310 28,320 16,172 28,737 28,509 11 239 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,343) -85 465 0 1,436 878 1,351 1,343 -8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 41.8 1.1 98.5 56.3 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 25 15 27 18 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,597 COMMITMENTS 762 1,622 541 2,734 2,238 4,037 4,401 560 196 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 428) 100 46 125 245 318 470 489 -42 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 35.3 11.8 59.5 48.7 87.8 95.7 12.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 6 8 25 20 35 30 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 399,743 COMMITMENTS 68,673 66,872 69,635 220,129 222,043 358,437 358,550 41,305 41,193 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 7,294) -286 5,221 1,291 7,817 1,796 8,822 8,308 -1,528 -1,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 16.7 17.4 55.1 55.5 89.7 89.7 10.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 46 59 72 79 89 169 182 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,538 COMMITMENTS 0 1,350 425 39,437 44,824 39,862 46,599 12,676 5,939 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,961) 0 0 0 4,747 3,040 4,747 3,040 -786 921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.8 75.1 85.3 75.9 88.7 24.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 1 25 28 26 30 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,076,160 COMMITMENTS 249,973 438,470 354,670 400,576 236,967 1005220 1030107 70,940 46,053 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 30,060) 2,998 14,714 17,945 9,886 -4,495 30,828 28,163 -769 1,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 40.7 33.0 37.2 22.0 93.4 95.7 6.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 122 140 152 66 55 275 268 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 962,494 COMMITMENTS 70,065 46,511 350,818 537,196 562,736 958,078 960,065 4,416 2,429 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 104,571) 10,692 5,630 52,278 41,726 46,475 104,696 104,383 -125 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 4.8 36.4 55.8 58.5 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 47 29 64 54 56 127 124 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 312,065 COMMITMENTS 70,593 90,143 62,099 170,219 153,111 302,911 305,353 9,154 6,712 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 6,163) -616 -6,048 347 5,154 11,824 4,884 6,124 1,279 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 28.9 19.9 54.5 49.1 97.1 97.8 2.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 18 12 27 37 37 68 66 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 126,792 COMMITMENTS 20,544 27,213 28,706 72,290 66,992 121,540 122,911 5,252 3,881 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 16,102) 7,437 3,629 7,142 3,107 5,890 17,686 16,661 -1,584 -559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 21.5 22.6 57.0 52.8 95.9 96.9 4.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 17 23 26 25 24 55 60 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,487,446 COMMITMENTS 561,767 54,317 118,808 770,732 1285466 1451307 1458591 36,139 28,855 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 10,429) 17,002 2,825 -1,415 -5,362 8,276 10,225 9,686 204 743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 3.7 8.0 51.8 86.4 97.6 98.1 2.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 24 12 29 55 50 88 83 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 351,257 COMMITMENTS 29,908 76,488 38,775 281,082 234,212 349,765 349,475 1,492 1,782 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 20,183) 5,668 8,505 2,197 12,335 9,929 20,200 20,631 -17 -448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 21.8 11.0 80.0 66.7 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 15 24 27 40 29 74 61 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 129,022 COMMITMENTS 47,988 58,601 23,817 55,733 45,440 127,538 127,858 1,484 1,164 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -3,249) 818 -2,108 259 -4,382 -1,119 -3,305 -2,968 56 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 45.4 18.5 43.2 35.2 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 17 18 20 21 21 50 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,237 COMMITMENTS 18,790 5,292 4,227 6,541 20,358 29,558 29,877 679 360 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,026) -350 481 -33 -663 -1,449 -1,046 -1,001 20 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.1 17.5 14.0 21.6 67.3 97.8 98.8 2.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 9 16 12 15 32 34 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 5,949 COMMITMENTS 312 1,403 2,219 3,416 2,326 5,948 5,948 1 0 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -28) -288 14 -135 395 92 -28 -28 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 23.6 37.3 57.4 39.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 7 11 10 7 24 20 COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 22,575 COMMITMENTS 5,639 8,358 11,107 5,829 3,078 22,575 22,543 0 32 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -3,703) -537 -1,588 -1,877 -1,290 -271 -3,703 -3,735 0 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 37.0 49.2 25.8 13.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 6 10 8 7 19 18 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 44,027 COMMITMENTS 5,668 1,831 4,624 33,442 37,236 43,734 43,691 293 336 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,658) 448 300 490 758 799 1,697 1,590 -38 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 4.2 10.5 76.0 84.6 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 14 12 11 44 58 65 74 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,655 COMMITMENTS 512 606 637 2,727 3,091 3,876 4,334 779 321 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 348) 30 125 104 236 183 370 412 -22 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 13.0 13.7 58.6 66.4 83.3 93.1 16.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 9 8 27 28 37 39 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 261,900 COMMITMENTS 12,632 1,500 2,204 246,850 258,197 261,686 261,900 214 0 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 10,341) 46 39 46 10,249 10,256 10,341 10,341 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.6 0.8 94.3 98.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 24 18 26 21 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,634,911 COMMITMENTS 163,200 0 16,000 3455711 3618911 3634911 3634911 0 0 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -560) -24,000 0 16,000 7,440 -16,560 -560 -560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.4 95.1 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 19 18 20 19 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 76,784 COMMITMENTS 0 0 0 76,570 76,784 76,570 76,784 214 0 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,598) 0 0 0 3,598 3,598 3,598 3,598 0 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: 22) 0 0 0 15 17 15 17 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,519,188 COMMITMENTS 2,277 0 0 1516911 1519188 1519188 1519188 0 0 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 10 17 10 PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 36,344 COMMITMENTS 0 0 0 36,256 36,344 36,256 36,344 88 0 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -36,344) 0 0 0 -36,256 -36,344 -36,256 -36,344 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 9 13 9 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,865 COMMITMENTS 752 62 62 19,941 20,493 20,755 20,617 110 248 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 318) 55 0 0 263 310 318 310 0 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.3 0.3 95.6 98.2 99.5 98.8 0.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 1 20 25 22 27 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 113,077 COMMITMENTS 1,401 8,139 797 109,944 103,702 112,142 112,638 935 439 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,372) -159 116 -115 3,617 3,286 3,343 3,287 29 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 7.2 0.7 97.2 91.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 5 11 4 53 53 60 66 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,834 COMMITMENTS 243 480 57 38,739 39,242 39,039 39,779 795 55 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,373) 0 0 0 2,373 2,383 2,373 2,383 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.2 0.1 97.3 98.5 98.0 99.9 2.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 17 19 18 21 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,095 COMMITMENTS 1,880 3,091 285 28,585 27,111 30,750 30,487 345 608 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,602) -190 315 45 2,769 2,064 2,624 2,424 -22 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 9.9 0.9 91.9 87.2 98.9 98.0 1.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 5 4 33 33 40 40 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,669 COMMITMENTS 60 1,677 361 11,832 10,359 12,253 12,397 416 272 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,864) 0 41 73 2,777 2,636 2,850 2,750 14 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 13.2 2.8 93.4 81.8 96.7 97.9 3.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 5 4 26 27 31 32 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,943 COMMITMENTS 233 433 137 11,988 12,173 12,358 12,743 585 200 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 586) 58 0 79 531 573 668 652 -82 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 3.3 1.1 92.6 94.1 95.5 98.5 4.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 3 25 21 29 25 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,440,258 COMMITMENTS 546,403 299,277 909,314 879,325 1134896 2335042 2343487 105,216 96,771 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -275,057) 8,278 -17,910 -183,618 -87,186 -66,229 -262,525 -267,756 -12,532 -7,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 12.3 37.3 36.0 46.5 95.7 96.0 4.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466) 164 161 246 111 119 412 404 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,769 COMMITMENTS 36,605 27,065 37,515 50,154 60,651 124,274 125,232 1,496 538 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -38,838) -1,184 2,685 -15,753 -22,539 -25,254 -39,477 -38,322 639 -516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 21.5 29.8 39.9 48.2 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 7 5 15 14 23 21 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,859 COMMITMENTS 67,465 13,529 1,105 34,583 62,579 103,153 77,213 17,706 43,646 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,227) -961 259 423 -464 1,675 -1,002 2,357 3,229 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.8 11.2 0.9 28.6 51.8 85.3 63.9 14.7 36.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 6 5 14 15 22 22 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,510 COMMITMENTS 19,642 1,805 24,277 80,609 90,367 124,528 116,449 10,982 19,062 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 361) -179 22 -22 593 108 391 108 -30 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 1.3 17.9 59.5 66.7 91.9 85.9 8.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 1 7 19 20 26 27 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 194,206 COMMITMENTS 11,327 68,348 92,530 85,524 27,295 189,380 188,173 4,826 6,034 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,015) -3,332 -3,626 3,141 3,199 2,559 3,008 2,073 7 942 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 35.2 47.6 44.0 14.1 97.5 96.9 2.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 13 15 27 18 15 47 45 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,259 COMMITMENTS 10,252 6,040 90,381 25,536 29,232 126,169 125,653 90 606 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -20,982) -805 760 -14,825 -5,204 -6,997 -20,835 -21,062 -147 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 4.8 71.6 20.2 23.2 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 5 6 10 11 16 19 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,159 COMMITMENTS 540 0 90 16,499 17,069 17,129 17,159 30 0 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,527) -75 0 0 -1,482 -1,372 -1,557 -1,372 30 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 0.5 96.2 99.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 1 20 19 22 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,911 COMMITMENTS 16,423 12,256 1,882 8,972 12,580 27,277 26,718 1,634 2,192 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -58) -1,037 724 -426 1,235 -772 -229 -475 171 417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.8 42.4 6.5 31.0 43.5 94.3 92.4 5.7 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 62 58 15 36 34 104 103 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,936 COMMITMENTS 46,798 13,229 3,218 8,017 45,300 58,033 61,747 6,903 3,188 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,146) -950 -2,105 -218 -453 940 -1,622 -1,383 476 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.1 20.4 5.0 12.3 69.8 89.4 95.1 10.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 132 52 23 30 37 175 100 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 425,602 COMMITMENTS 127,421 38,638 80,607 194,761 282,921 402,789 402,166 22,812 23,435 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,489) 3,378 300 -4,105 3,696 9,829 2,969 6,025 520 -2,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 9.1 18.9 45.8 66.5 94.6 94.5 5.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 85 43 72 91 102 204 195 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,830 COMMITMENTS 1,365 2,749 625 8,596 6,728 10,586 10,102 2,244 2,728 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,468) 0 1,838 -290 1,713 0 1,423 1,548 45 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 21.4 4.9 67.0 52.4 82.5 78.7 17.5 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 4 12 12 17 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,214 COMMITMENTS 2,478 8,593 2,961 12,925 8,717 18,364 20,271 3,850 1,943 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -135) -360 -57 0 201 -120 -159 -177 24 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 38.7 13.3 58.2 39.2 82.7 91.3 17.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 6 6 14 18 21 25 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,515 COMMITMENTS 1,870 160 50 4,329 5,644 6,249 5,854 2,266 2,661 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,025) 287 0 0 299 750 586 750 439 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 1.9 0.6 50.8 66.3 73.4 68.7 26.6 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 16 18 19 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 27,159 COMMITMENTS 12,164 22,614 1,049 13,819 3,496 27,032 27,159 127 0 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,393) 1,083 1,618 -150 460 -75 1,393 1,393 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 83.3 3.9 50.9 12.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 5 2 13 6 20 11 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 24,240 COMMITMENTS 8,513 9,004 8,600 6,571 6,168 23,684 23,772 556 468 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,298) 656 -118 698 481 1,223 1,835 1,803 -537 -505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 37.1 35.5 27.1 25.4 97.7 98.1 2.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 18 17 25 9 10 39 42 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,718 COMMITMENTS 3,336 275 225 28,837 32,218 32,398 32,718 320 0 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 778) 515 0 0 263 778 778 778 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 0.8 0.7 88.1 98.5 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 2 1 28 23 32 26 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,929 COMMITMENTS 2,260 2,737 135 6,527 6,045 8,922 8,917 7 12 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 400) -75 190 0 675 215 600 405 -200 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 30.7 1.5 73.1 67.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 2 12 11 16 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,913 COMMITMENTS 2,500 8,249 316 11,835 7,239 14,651 15,804 1,262 109 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 380) 44 149 200 150 31 394 380 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 51.8 2.0 74.4 45.5 92.1 99.3 7.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 5 3 23 17 32 22 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 6,003 COMMITMENTS 82 4,383 21 4,920 1,181 5,023 5,585 980 418 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 312) 25 183 -3 345 116 367 296 -55 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 73.0 0.3 82.0 19.7 83.7 93.0 16.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 2 17 13 20 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,159 COMMITMENTS 571 2,189 828 8,564 6,866 9,963 9,883 196 276 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 315) 54 121 -18 279 239 315 342 0 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 21.5 8.2 84.3 67.6 98.1 97.3 1.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 10 10 22 22 34 37 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,061 COMMITMENTS 490 322 78 302 479 870 879 191 182 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 120) 25 90 -10 60 40 75 120 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.2 30.3 7.4 28.5 45.1 82.0 82.8 18.0 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 8 3 8 7 14 15 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,502 COMMITMENTS 3,959 6,322 2,217 20,709 19,185 26,885 27,724 5,617 4,778 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,174) 150 787 -434 1,610 1,120 1,326 1,473 -152 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 19.5 6.8 63.7 59.0 82.7 85.3 17.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 4 17 15 22 20
Updated February 26, 2016