GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,111 COMMITMENTS 22,739 8,208 187 32,513 47,512 55,439 55,907 672 204 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,433) -4,073 20 -203 1,897 -2,199 -2,379 -2,382 -54 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.5 14.6 0.3 57.9 84.7 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 6 2 36 38 41 45 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,877 COMMITMENTS 220 0 0 6,657 6,877 6,877 6,877 0 0 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,165) -525 0 0 -640 -1,165 -1,165 -1,165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 0.0 96.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 14 15 15 15 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,885 COMMITMENTS 640 182 1,117 5,170 5,795 6,927 7,094 958 791 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,612) 135 -160 -88 -1,691 -1,595 -1,644 -1,843 32 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 2.3 14.2 65.6 73.5 87.9 90.0 12.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 4 23 25 27 31 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,556 COMMITMENTS 1,778 158 238 3,874 5,715 5,890 6,111 666 445 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -691) -16 -91 -28 -713 -419 -757 -538 66 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 2.4 3.6 59.1 87.2 89.8 93.2 10.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 2 6 23 34 29 42 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,144 COMMITMENTS 691 698 737 4,514 4,195 5,942 5,630 202 514 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,821) -575 -496 -19 -1,188 -1,289 -1,782 -1,804 -39 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 11.4 12.0 73.5 68.3 96.7 91.6 3.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 4 7 21 23 31 31 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,053 COMMITMENTS 175 456 105 658 412 938 973 115 80 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -404) 55 -189 -20 -431 -138 -396 -347 -8 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 43.3 10.0 62.5 39.1 89.1 92.4 10.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 4 4 13 10 20 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,343 COMMITMENTS 25 12,481 120 27,149 14,529 27,294 27,130 49 213 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,798) 25 -769 -115 -2,707 -1,894 -2,797 -2,778 -1 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 45.6 0.4 99.3 53.1 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 28 15 30 18 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,107 COMMITMENTS 1,062 2,015 267 2,227 1,629 3,556 3,911 551 196 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -694) 213 254 -329 -604 -654 -720 -729 26 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 49.1 6.5 54.2 39.7 86.6 95.2 13.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 8 6 21 13 31 23 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 391,956 COMMITMENTS 65,789 65,209 69,307 213,750 217,568 348,846 352,084 43,109 39,872 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 6,216) -248 -2,671 10,630 -5,374 -931 5,008 7,028 1,208 -812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 16.6 17.7 54.5 55.5 89.0 89.8 11.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 38 53 52 78 86 147 163 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,687 COMMITMENTS 0 1,600 500 38,472 40,758 38,972 42,858 10,715 6,829 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,308) 0 250 0 -1,716 -3,457 -1,716 -3,207 -1,592 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.2 1.0 77.4 82.0 78.4 86.3 21.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 1 24 28 25 30 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,103,175 COMMITMENTS 262,198 470,151 350,884 414,214 236,696 1027297 1057732 75,878 45,443 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 33,135) 3,419 19,105 10,843 14,711 3,170 28,972 33,118 4,163 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 42.6 31.8 37.5 21.5 93.1 95.9 6.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 124 146 151 66 57 279 272 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 844,614 COMMITMENTS 51,185 33,131 291,616 496,067 516,806 838,869 841,554 5,744 3,060 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 32,474) 5,031 313 13,516 13,723 18,496 32,269 32,325 205 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 3.9 34.5 58.7 61.2 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 52 23 60 54 55 128 117 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 299,111 COMMITMENTS 67,670 98,311 62,377 160,481 131,726 290,528 292,414 8,583 6,697 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 6,893) 3,717 8,419 1,155 1,710 -2,740 6,582 6,834 311 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 32.9 20.9 53.7 44.0 97.1 97.8 2.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 16 14 28 33 33 63 64 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 110,572 COMMITMENTS 20,441 25,567 17,922 67,257 63,190 105,620 106,679 4,952 3,893 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 4,778) 1,179 2,660 835 2,302 959 4,316 4,454 462 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 23.1 16.2 60.8 57.1 95.5 96.5 4.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 15 18 24 25 24 50 56 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,456,600 COMMITMENTS 538,097 52,931 123,219 760,619 1255001 1421935 1431151 34,665 25,449 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 2,838) -11,949 3,051 4,064 11,435 -3,217 3,550 3,898 -712 -1,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 3.6 8.5 52.2 86.2 97.6 98.3 2.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 24 11 28 54 49 87 80 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,898 COMMITMENTS 21,839 73,894 31,311 268,775 216,582 321,925 321,787 1,973 2,111 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 13,222) -1,375 8,376 1,167 13,378 3,843 13,170 13,386 52 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 22.8 9.7 83.0 66.9 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 13 17 26 36 29 64 57 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 115,696 COMMITMENTS 45,820 57,274 17,694 50,803 39,737 114,317 114,705 1,379 991 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -8,011) -2,897 2,651 -4,976 69 -5,240 -7,804 -7,565 -207 -446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.6 49.5 15.3 43.9 34.3 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 22 20 21 19 50 45 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 27,634 COMMITMENTS 17,223 3,570 4,798 5,073 18,946 27,094 27,314 540 320 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 702) 755 -1,365 941 -874 1,146 822 722 -120 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.3 12.9 17.4 18.4 68.6 98.0 98.8 2.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 15 9 17 12 14 33 34 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 6,160 COMMITMENTS 453 1,548 2,120 3,586 2,418 6,160 6,087 1 73 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -20) 137 26 -151 -6 32 -20 -93 0 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 25.1 34.4 58.2 39.3 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 6 12 9 8 24 21 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 3,158 COMMITMENTS 90 126 55 2,791 2,825 2,936 3,006 222 152 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 95) 75 0 10 40 85 125 95 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 4.0 1.7 88.4 89.5 93.0 95.2 7.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 2 16 16 18 20 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 41,738 COMMITMENTS 5,678 1,022 3,868 31,842 36,516 41,388 41,406 351 333 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2) -63 -14 -684 663 704 -84 6 81 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 2.4 9.3 76.3 87.5 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 14 11 10 45 55 64 71 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,168 COMMITMENTS 511 1,068 429 2,375 2,397 3,315 3,894 853 274 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 640) 71 114 73 490 428 634 615 6 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 25.6 10.3 57.0 57.5 79.5 93.4 20.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 5 5 24 26 33 34 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 279,391 COMMITMENTS 12,181 1,138 2,617 264,402 275,635 279,200 279,391 191 0 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 18,940) -428 2 433 18,936 18,505 18,940 18,940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.4 0.9 94.6 98.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 22 18 24 21 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,574,655 COMMITMENTS 114,450 15,860 61,000 3399205 3497795 3574655 3574655 0 0 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -46,281) 0 0 0 -46,281 -46,281 -46,281 -46,281 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.4 1.7 95.1 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 19 18 20 20 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 73,224 COMMITMENTS 430 0 0 72,603 73,224 73,033 73,224 191 0 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 178) 430 0 0 -252 178 178 178 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 99.2 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 16 16 16 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,351,228 COMMITMENTS 1,152 0 0 1350076 1351228 1351228 1351228 0 0 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -38,501) 0 0 0 -38,501 -38,501 -38,501 -38,501 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 15 12 16 12 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,983 COMMITMENTS 427 0 0 20,441 20,768 20,868 20,768 115 215 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,337) 40 0 0 1,297 1,322 1,337 1,322 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.0 97.4 99.0 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 20 27 22 27 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 119,645 COMMITMENTS 2,162 2,974 596 116,036 115,702 118,794 119,272 851 373 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -8,343) 441 -817 -122 -8,521 -7,393 -8,202 -8,332 -141 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 2.5 0.5 97.0 96.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 7 7 5 53 51 62 61 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,949 COMMITMENTS 144 480 102 41,938 42,317 42,184 42,899 765 50 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,826) -87 0 45 1,853 1,781 1,811 1,826 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.1 0.2 97.6 98.5 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 18 20 19 22 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,851 COMMITMENTS 1,587 127 190 26,650 28,199 28,427 28,516 424 335 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,660) -13 32 -30 1,613 1,528 1,570 1,530 90 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.4 0.7 92.4 97.7 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 3 3 33 34 38 38 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,258 COMMITMENTS 120 1,394 419 13,149 12,085 13,688 13,898 570 360 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,139) 90 -40 35 809 924 934 919 205 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 9.8 2.9 92.2 84.8 96.0 97.5 4.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 4 28 28 34 32 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,963 COMMITMENTS 201 205 131 12,864 13,395 13,196 13,731 767 232 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,116) -10 0 45 874 997 909 1,042 207 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 1.5 0.9 92.1 95.9 94.5 98.3 5.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 23 19 26 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,547,472 COMMITMENTS 535,951 232,193 1002609 904,402 1201858 2442962 2436660 104,510 110,812 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 75,703) 873 -42,198 53,265 18,226 55,985 72,364 67,053 3,339 8,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 9.1 39.4 35.5 47.2 95.9 95.7 4.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 477) 164 176 260 107 119 416 423 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,612 COMMITMENTS 34,568 25,365 42,141 51,462 60,712 128,171 128,217 441 395 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,891) -724 -2,272 2,021 326 2,152 1,623 1,901 267 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 19.7 32.8 40.0 47.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 7 7 17 17 27 25 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,781 COMMITMENTS 69,473 12,728 696 31,252 62,376 101,421 75,800 16,360 41,981 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,822) 1,968 -81 97 -264 365 1,801 381 21 1,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.0 10.8 0.6 26.5 53.0 86.1 64.4 13.9 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 5 5 14 16 22 22 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,534 COMMITMENTS 1,306 2,452 3,800 4,939 3,803 10,046 10,055 488 479 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 23.3 36.1 46.9 36.1 95.4 95.5 4.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 4 6 9 10 19 16 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,808 COMMITMENTS 17,598 1,739 21,302 72,573 80,964 111,473 104,004 9,335 16,803 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,013) -509 10 -192 -68 -634 -768 -815 -245 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 1.4 17.6 60.1 67.0 92.3 86.1 7.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 2 7 19 20 26 27 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 175,190 COMMITMENTS 8,568 64,249 80,093 79,366 24,008 168,027 168,350 7,163 6,840 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -5,184) -3,439 1,056 -7,249 5,544 1,888 -5,144 -4,306 -40 -879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 36.7 45.7 45.3 13.7 95.9 96.1 4.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 13 24 18 14 44 40 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,920 COMMITMENTS 11,218 6,448 89,847 28,615 32,984 129,680 129,279 240 641 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,808) 861 449 -715 1,512 2,019 1,658 1,754 150 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 5.0 69.2 22.0 25.4 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 5 6 14 12 22 19 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,234 COMMITMENTS 540 0 90 16,574 17,144 17,204 17,234 30 0 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 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: 33) 1 0 1 23 22 25 23 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,119 COMMITMENTS 15,359 9,433 754 7,565 13,461 23,679 23,648 1,439 1,470 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,311) -387 -3,657 162 -1,119 2,543 -1,344 -952 33 -359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.1 37.6 3.0 30.1 53.6 94.3 94.1 5.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 63 41 15 33 31 101 82 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 65,710 COMMITMENTS 45,741 11,486 3,421 9,811 48,117 58,973 63,024 6,736 2,686 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,450) -1,987 -4,382 -302 600 3,615 -1,690 -1,069 240 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.6 17.5 5.2 14.9 73.2 89.7 95.9 10.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 127 48 31 37 38 178 105 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 441,608 COMMITMENTS 122,910 30,118 90,505 205,423 301,536 418,838 422,159 22,771 19,449 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 19,193) -3,070 -3,788 12,204 11,411 12,854 20,544 21,271 -1,351 -2,078 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 6.8 20.5 46.5 68.3 94.8 95.6 5.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 84 37 74 87 102 202 188 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 24,912 COMMITMENTS 11,079 22,071 627 13,095 2,214 24,801 24,912 111 0 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 192) 0 325 0 192 -133 192 192 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 88.6 2.5 52.6 8.9 99.6 100.0 0.4 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 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 24,079 COMMITMENTS 9,552 9,645 7,745 6,238 6,178 23,535 23,568 544 511 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,647) -20 -589 -923 -690 -212 -1,633 -1,724 -14 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.7 40.1 32.2 25.9 25.7 97.7 97.9 2.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 22 17 25 9 10 41 42 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,915 COMMITMENTS 3,118 275 225 24,257 27,415 27,600 27,915 315 0 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -5,313) -128 0 0 -5,180 -5,313 -5,308 -5,313 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 1.0 0.8 86.9 98.2 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 1 25 19 29 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,015 COMMITMENTS 650 1,075 50 1,315 890 2,015 2,015 0 0 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 53.3 2.5 65.3 44.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 1 11 6 14 10 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,752 COMMITMENTS 2,135 2,472 215 6,357 6,065 8,707 8,752 45 0 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -372) -125 -340 80 -365 -100 -410 -360 38 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 28.2 2.5 72.6 69.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 2 10 12 14 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,767 COMMITMENTS 2,910 7,688 575 11,172 7,425 14,657 15,688 1,110 79 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 254) 70 166 142 32 -54 244 254 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 48.8 3.6 70.9 47.1 93.0 99.5 7.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 4 4 23 17 32 23 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 6,086 COMMITMENTS 62 4,547 44 5,172 1,122 5,278 5,713 808 373 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -240) -5 -86 8 -32 -134 -29 -212 -211 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 74.7 0.7 85.0 18.4 86.7 93.9 13.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 3 19 12 23 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,457 COMMITMENTS 763 1,708 734 7,762 6,731 9,259 9,173 198 284 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 717) -64 90 95 696 520 727 705 -10 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 18.1 7.8 82.1 71.2 97.9 97.0 2.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 8 8 20 19 32 31 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,090 COMMITMENTS 261 240 235 457 497 953 972 137 118 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -27) -273 -120 155 94 12 -24 47 -3 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 22.0 21.6 41.9 45.6 87.4 89.2 12.6 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 6 7 7 14 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,176 COMMITMENTS 2,917 7,724 3,029 20,319 14,533 26,265 25,286 4,911 5,890 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 786) 0 -152 428 493 831 921 1,107 -135 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 24.8 9.7 65.2 46.6 84.2 81.1 15.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 2 4 16 14 22 18
Updated March 11, 2016