GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,381 COMMITMENTS 10,040 5,489 2,734 42,893 48,158 55,667 56,381 714 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,482) 302 239 -124 2,304 2,402 2,482 2,517 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 9.7 4.8 76.1 85.4 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 10 7 9 38 44 51 57 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,219 COMMITMENTS 0 0 0 6,219 6,219 6,219 6,219 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 199) 0 0 0 199 199 199 199 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 18 15 18 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,054 COMMITMENTS 683 54 768 6,844 7,622 8,295 8,444 759 610 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 243) -99 -5 -232 518 444 187 207 56 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 0.6 8.5 75.6 84.2 91.6 93.3 8.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 6 29 29 35 36 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,749 COMMITMENTS 1,468 1,330 641 9,348 9,512 11,457 11,483 292 266 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 765) 130 25 120 523 648 773 793 -8 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 11.3 5.5 79.6 81.0 97.5 97.7 2.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 5 9 38 41 47 52 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,701 COMMITMENTS 215 1,490 245 5,765 4,519 6,225 6,254 476 447 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 257) -14 183 20 225 10 231 213 26 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 22.2 3.7 86.0 67.4 92.9 93.3 7.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 7 6 22 17 29 26 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,759 COMMITMENTS 345 560 73 1,225 1,081 1,643 1,714 116 45 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 267) 60 20 53 184 278 297 351 -30 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 31.8 4.2 69.6 61.5 93.4 97.4 6.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 5 1 13 14 16 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,108 COMMITMENTS 259 6,917 1,097 23,748 17,074 25,104 25,088 4 20 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,264) 0 303 -30 1,294 991 1,264 1,264 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 27.5 4.4 94.6 68.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 6 3 26 15 30 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,161 COMMITMENTS 977 3,780 473 6,131 3,596 7,581 7,849 580 312 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 304) -70 145 55 300 243 285 443 19 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 46.3 5.8 75.1 44.1 92.9 96.2 7.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 8 7 29 23 38 34 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,795 COMMITMENTS 10 646 372 3,743 3,584 4,125 4,602 670 193 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 24) -20 -40 15 9 34 4 9 20 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 13.5 7.8 78.1 74.7 86.0 96.0 14.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 5 20 20 25 26 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 425,700 COMMITMENTS 72,401 50,007 88,014 221,205 250,424 381,621 388,445 44,079 37,255 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -4,097) 3,178 737 -9,158 3,663 4,783 -2,317 -3,639 -1,781 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 11.7 20.7 52.0 58.8 89.6 91.2 10.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 51 42 57 80 93 162 163 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,863 COMMITMENTS 3,250 225 450 39,518 44,777 43,218 45,452 6,645 4,411 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,927) 100 0 200 3,119 3,801 3,419 4,001 -492 -1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 0.5 0.9 79.3 89.8 86.7 91.2 13.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 2 27 32 30 34 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,083,485 COMMITMENTS 320,137 368,499 337,496 343,739 344,560 1001373 1050555 82,112 32,930 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -28,285) 6,969 -18,441 -26,398 -9,114 23,321 -28,542 -21,517 257 -6,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 34.0 31.1 31.7 31.8 92.4 97.0 7.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 138 104 153 72 66 302 245 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 617,591 COMMITMENTS 41,697 18,918 166,071 403,280 429,545 611,048 614,534 6,542 3,057 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -161,329) -15,999 -22,394 -73,383 -71,700 -64,804 -161,083 -160,582 -247 -748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 3.1 26.9 65.3 69.6 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 48 29 59 57 58 129 122 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 311,840 COMMITMENTS 112,919 125,085 46,192 143,589 132,164 302,700 303,441 9,140 8,399 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 14,437) 7,348 11,756 934 7,234 2,401 15,516 15,090 -1,079 -653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 40.1 14.8 46.0 42.4 97.1 97.3 2.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 22 15 31 38 38 74 71 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 146,083 COMMITMENTS 38,712 32,774 14,745 86,576 94,629 140,033 142,148 6,050 3,935 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 14,779) 10,537 7,240 383 7,768 7,888 18,688 15,511 -3,909 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 22.4 10.1 59.3 64.8 95.9 97.3 4.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 18 17 26 31 31 60 63 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,377,908 COMMITMENTS 600,124 62,459 99,380 651,223 1194875 1350727 1356714 27,181 21,194 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 19,579) 19,713 5,106 5,248 -3,088 9,444 21,873 19,798 -2,294 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 4.5 7.2 47.3 86.7 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 23 12 27 51 49 81 81 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,811 COMMITMENTS 15,408 60,764 27,447 275,896 225,855 318,751 314,066 1,060 5,745 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 6,998) 587 -450 2,432 6,172 4,977 9,191 6,959 -2,193 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 19.0 8.6 86.3 70.6 99.7 98.2 0.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 15 18 22 36 35 64 62 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 95,850 COMMITMENTS 35,514 34,454 13,898 45,334 46,816 94,746 95,168 1,104 682 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,198) -656 1,012 537 1,478 62 1,359 1,611 -161 -413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 35.9 14.5 47.3 48.8 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 18 19 27 22 20 53 53 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,671 COMMITMENTS 13,921 4,219 3,311 3,003 12,971 20,235 20,501 436 170 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 623) 550 380 13 110 200 673 593 -50 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.3 20.4 16.0 14.5 62.7 97.9 99.2 2.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 16 6 13 13 11 35 24 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 9,987 COMMITMENTS 790 1,700 3,913 5,269 4,367 9,972 9,980 15 7 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 93) -2 -103 85 4 108 88 91 6 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 17.0 39.2 52.8 43.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 9 16 13 12 33 30 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,539 COMMITMENTS 122 524 85 1,956 1,657 2,163 2,266 376 273 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -19) 20 40 -10 6 -74 16 -44 -35 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 20.6 3.3 77.0 65.3 85.2 89.2 14.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 4 13 12 17 18 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 59,951 COMMITMENTS 5,200 3,848 7,821 46,658 47,959 59,679 59,627 272 324 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,120) -351 -45 232 3,260 3,053 3,140 3,240 -20 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 6.4 13.0 77.8 80.0 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 13 13 14 54 62 74 83 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,686 COMMITMENTS 687 765 136 2,259 2,575 3,082 3,476 604 210 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 116) 84 21 -40 70 135 114 116 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 20.8 3.7 61.3 69.9 83.6 94.3 16.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 7 6 21 26 31 35 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 258,220 COMMITMENTS 18,229 382 4,202 235,696 253,620 258,128 258,205 92 16 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,487) 59 67 -23 1,443 1,436 1,479 1,480 8 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 0.1 1.6 91.3 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,945,107 COMMITMENTS 388,850 15,860 26,250 2530007 2902997 2945107 2945107 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 0.5 0.9 85.9 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 18 17 19 19 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,568 COMMITMENTS 3,825 0 0 44,680 48,568 48,505 48,568 63 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 315) 0 0 0 315 315 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.0 0.0 92.0 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 16 13 17 13 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 999,658 COMMITMENTS 0 0 0 999,658 999,658 999,658 999,658 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 12 16 12 PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 11,328 COMMITMENTS 640 0 0 10,656 11,328 11,296 11,328 32 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -31,152) -1,760 0 0 -29,304 -31,152 -31,064 -31,152 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.0 0.0 94.1 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 12 9 13 9 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,225 COMMITMENTS 0 868 277 26,943 25,407 27,220 26,552 5 673 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,065) -13 12 187 891 866 1,065 1,065 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.2 1.0 99.0 93.3 100.0 97.5 0.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 5 3 25 33 28 39 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 140,675 COMMITMENTS 7,129 2,145 4,360 128,269 133,361 139,758 139,866 917 809 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,031) -150 78 193 4,045 3,617 4,088 3,888 -57 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 1.5 3.1 91.2 94.8 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 10 12 14 59 62 79 78 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 97,371 COMMITMENTS 12,924 9,152 1 84,297 87,133 97,222 96,286 149 1,085 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 950) -1,008 315 0 1,963 625 955 940 -5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 9.4 0.0 86.6 89.5 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 6 1 26 31 31 37 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,402 COMMITMENTS 2,176 1,785 189 32,784 32,968 35,149 34,942 253 460 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -752) 227 117 -73 -923 -856 -769 -812 17 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 5.0 0.5 92.6 93.1 99.3 98.7 0.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 8 2 3 35 39 44 43 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,822 COMMITMENTS 2,844 1,836 909 14,744 15,655 18,497 18,400 325 422 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 616) 110 -2 275 215 333 600 606 16 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 9.8 4.8 78.3 83.2 98.3 97.8 1.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 2 3 32 25 37 29 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,585 COMMITMENTS 573 208 135 14,643 15,875 15,351 16,218 1,234 367 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 597) -25 0 0 637 582 612 582 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 1.3 0.8 88.3 95.7 92.6 97.8 7.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 3 27 19 32 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,569,305 COMMITMENTS 547,018 216,907 909,871 995,933 1334030 2452822 2460808 116,483 108,497 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 51,925) 13,370 -1,850 24,605 15,106 27,494 53,081 50,250 -1,157 1,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 8.4 35.4 38.8 51.9 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452) 170 139 229 103 124 391 389 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 228,882 COMMITMENTS 96,413 44,154 54,104 75,510 128,775 226,026 227,033 2,855 1,849 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -5,504) -3,128 -3,734 -1,677 -650 -91 -5,456 -5,502 -49 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.1 19.3 23.6 33.0 56.3 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 4 5 16 18 23 24 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 118,888 COMMITMENTS 62,699 14,895 1,920 31,651 60,133 96,270 76,948 22,618 41,940 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,033) 1,037 997 488 594 125 2,119 1,610 1,914 2,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.7 12.5 1.6 26.6 50.6 81.0 64.7 19.0 35.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 4 4 10 13 17 21 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,728 COMMITMENTS 1,717 389 1,226 6,027 7,742 8,970 9,357 1,757 1,371 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -290) -125 -56 -83 -85 -146 -293 -285 4 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 3.6 11.4 56.2 72.2 83.6 87.2 16.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 3 5 10 11 19 16 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,029 COMMITMENTS 22,704 1,711 10,925 54,392 70,354 88,022 82,990 5,007 10,039 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,245) 892 -5 -50 1,215 2,342 2,057 2,288 189 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 1.8 11.7 58.5 75.6 94.6 89.2 5.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 1 8 21 21 29 29 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,874 COMMITMENTS 16,937 49,280 59,600 76,605 42,188 153,142 151,067 6,733 8,808 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -3,224) 2,692 -3,386 -493 -5,165 713 -2,966 -3,166 -259 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 30.8 37.3 47.9 26.4 95.8 94.5 4.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 15 17 28 20 22 52 52 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,449 COMMITMENTS 51,614 10,238 35,457 19,563 60,217 106,634 105,913 815 1,536 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -7,030) -1,492 -374 -3,557 -1,869 -3,343 -6,917 -7,274 -112 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.0 9.5 33.0 18.2 56.0 99.2 98.6 0.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 8 8 9 11 17 20 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,683 COMMITMENTS 120 0 0 11,533 11,683 11,653 11,683 30 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -107) 0 0 0 -107 -107 -107 -107 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.0 98.7 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 17 19 18 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,810 COMMITMENTS 19,505 6,101 790 4,137 18,689 24,432 25,580 2,378 1,230 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,347) 1,071 -24 47 222 1,082 1,340 1,105 7 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.8 22.8 2.9 15.4 69.7 91.1 95.4 8.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 82 35 17 26 36 116 81 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,445 COMMITMENTS 51,094 14,179 3,623 9,817 51,656 64,533 69,458 7,911 2,987 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -5,163) -573 -121 -2,043 -2,868 -2,804 -5,484 -4,968 321 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.5 19.6 5.0 13.6 71.3 89.1 95.9 10.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 137 48 34 29 41 189 104 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 393,424 COMMITMENTS 118,970 55,151 76,825 177,412 242,373 373,207 374,349 20,217 19,074 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -18,347) 661 -3,041 -4,745 -14,434 -9,289 -18,517 -17,074 170 -1,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 14.0 19.5 45.1 61.6 94.9 95.2 5.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 95 53 74 91 107 218 205 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,376 COMMITMENTS 2,955 1,980 13 8,730 9,512 11,698 11,505 2,678 2,871 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 283) -100 418 -6 514 -450 408 -38 -125 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 13.8 0.1 60.7 66.2 81.4 80.0 18.6 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 2 12 12 17 15 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 10,218 COMMITMENTS 872 795 1,470 6,993 6,526 9,335 8,791 883 1,427 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 273) -105 25 100 248 48 243 173 30 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 7.8 14.4 68.4 63.9 91.4 86.0 8.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 5 14 14 20 20 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,215 COMMITMENTS 0 597 365 17,265 17,162 17,630 18,124 1,585 1,091 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 50) 0 50 0 -355 -250 -355 -200 405 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 1.9 89.9 89.3 91.8 94.3 8.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 14 18 16 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 18,952 COMMITMENTS 7,363 17,229 804 10,729 763 18,896 18,796 56 156 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -60) 45 -5 -100 -5 50 -60 -55 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 90.9 4.2 56.6 4.0 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 6 4 9 6 19 14 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 21,517 COMMITMENTS 8,330 9,734 6,061 6,666 5,247 21,057 21,042 460 475 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 432) 250 200 6 130 280 386 486 46 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.7 45.2 28.2 31.0 24.4 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 21 18 26 14 14 46 47 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 9,402 COMMITMENTS 2,095 1,312 5,527 1,760 2,542 9,382 9,382 20 20 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -439) 135 43 -322 -251 -160 -438 -439 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 14.0 58.8 18.7 27.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 11 15 9 7 25 23 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,850 COMMITMENTS 2,594 574 176 36,664 39,079 39,434 39,829 416 21 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 917) -40 149 -10 937 823 887 962 30 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 1.4 0.4 92.0 98.1 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 2 27 21 31 25 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,895 COMMITMENTS 0 350 350 2,545 2,075 2,895 2,775 0 120 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.1 12.1 87.9 71.7 100.0 95.9 0.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 3 14 11 17 16 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,740 COMMITMENTS 1,503 1,467 0 4,203 4,273 5,706 5,740 34 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 25.6 0.0 73.2 74.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 0 10 9 14 12 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,283 COMMITMENTS 1,537 6,267 1,056 16,970 12,838 19,563 20,161 720 122 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 44) 45 -568 156 -170 456 31 44 13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 30.9 5.2 83.7 63.3 96.5 99.4 3.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 6 9 30 23 40 35 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,761 COMMITMENTS 202 2,817 85 3,551 1,350 3,838 4,252 923 509 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 180) 55 61 10 136 125 201 196 -21 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 59.2 1.8 74.6 28.4 80.6 89.3 19.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 3 19 17 23 23 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,344 COMMITMENTS 413 516 216 2,475 2,460 3,104 3,192 240 152 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 130) 0 0 0 130 130 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 15.4 6.5 74.0 73.6 92.8 95.5 7.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 3 12 16 16 20 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,177 COMMITMENTS 1,128 2,432 280 6,496 5,445 7,904 8,157 273 20 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 239) 129 17 136 25 149 290 302 -51 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 29.7 3.4 79.4 66.6 96.7 99.8 3.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 13 6 28 27 37 41 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,180 COMMITMENTS 270 220 140 545 545 955 905 225 275 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 120) 100 70 -20 50 60 130 110 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 18.6 11.9 46.2 46.2 80.9 76.7 19.1 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 4 12 13 18 19 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,604 COMMITMENTS 2,350 7,554 1,145 14,922 11,258 18,417 19,957 5,187 3,647 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 415) -23 -22 214 -4 0 187 192 228 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 32.0 4.9 63.2 47.7 78.0 84.5 22.0 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 3 17 19 20 24
Updated September 30, 2016