GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,760 COMMITMENTS 7,920 4,264 1,590 41,209 45,657 50,719 51,511 1,041 249 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 2,009) 70 -205 -19 1,895 2,233 1,946 2,009 63 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 8.2 3.1 79.6 88.2 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 8 6 7 37 41 47 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,247 COMMITMENTS 0 0 0 6,247 6,247 6,247 6,247 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 138) 0 0 0 138 138 138 138 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 14 18 14 18 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,735 COMMITMENTS 637 17 742 6,709 7,549 8,088 8,308 647 427 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 526) -15 -5 51 343 455 379 501 147 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 0.2 8.5 76.8 86.4 92.6 95.1 7.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 6 30 31 36 37 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,351 COMMITMENTS 1,533 704 535 8,003 8,744 10,071 9,983 280 368 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 690) 65 30 0 575 553 640 583 50 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 6.8 5.2 77.3 84.5 97.3 96.4 2.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 4 6 35 38 42 47 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,222 COMMITMENTS 0 1,155 185 5,506 4,174 5,691 5,514 531 708 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 524) 0 77 47 384 389 431 513 93 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.6 3.0 88.5 67.1 91.5 88.6 8.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 3 20 15 23 19 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,440 COMMITMENTS 168 230 83 1,043 1,082 1,294 1,395 146 45 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 221) 68 0 10 120 221 198 231 23 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 16.0 5.8 72.4 75.1 89.9 96.9 10.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 2 13 16 17 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,927 COMMITMENTS 374 5,740 512 21,038 15,675 21,924 21,927 3 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 225) -10 75 10 225 140 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 26.2 2.3 95.9 71.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 5 3 23 18 27 24 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,583 COMMITMENTS 818 2,111 285 3,939 2,877 5,042 5,273 541 310 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 614) 149 152 6 484 484 639 642 -25 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 37.8 5.1 70.6 51.5 90.3 94.4 9.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 6 4 22 20 28 27 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,554 COMMITMENTS 0 731 305 3,608 3,254 3,913 4,290 641 264 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 158) -10 69 -32 237 77 195 114 -37 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.1 6.7 79.2 71.5 85.9 94.2 14.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 4 18 18 22 22 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 449,540 COMMITMENTS 75,802 42,962 101,733 221,070 277,022 398,605 421,717 50,935 27,822 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 25,478) 1,470 -386 18,273 2,504 11,284 22,247 29,171 3,231 -3,693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 9.6 22.6 49.2 61.6 88.7 93.8 11.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 59 32 63 94 100 181 171 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,215 COMMITMENTS 0 625 150 38,057 39,112 38,207 39,887 6,008 4,328 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 2,201) 0 150 -100 1,936 2,051 1,836 2,101 365 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.3 86.1 88.5 86.4 90.2 13.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 1 27 32 28 34 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,161,522 COMMITMENTS 342,079 396,687 393,905 343,829 331,892 1079813 1122485 81,709 39,037 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 39,637) 25,188 11,245 30,128 -18,777 -6,285 36,539 35,087 3,099 4,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 34.2 33.9 29.6 28.6 93.0 96.6 7.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 161 103 175 74 67 328 265 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 693,713 COMMITMENTS 48,855 24,010 193,087 443,963 473,093 685,906 690,190 7,807 3,523 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 63,415) 8,573 3,506 20,952 33,062 38,538 62,586 62,995 828 419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 3.5 27.8 64.0 68.2 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 49 30 63 59 59 134 126 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 293,232 COMMITMENTS 117,429 121,690 34,402 131,421 127,650 283,251 283,742 9,981 9,490 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 8,682) 8,495 5,577 -1,812 2,085 5,095 8,769 8,861 -87 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 41.5 11.7 44.8 43.5 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 15 24 29 34 60 59 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 112,615 COMMITMENTS 18,524 15,728 12,797 75,095 78,666 106,416 107,191 6,199 5,424 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 4,471) 3,000 4,214 564 2,320 906 5,884 5,684 -1,413 -1,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 14.0 11.4 66.7 69.9 94.5 95.2 5.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 10 13 19 27 28 49 48 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,332,901 COMMITMENTS 588,476 56,806 84,280 625,187 1170646 1297943 1311732 34,958 21,169 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 8,152) 15,842 1,561 -4,442 -3,589 11,079 7,811 8,198 341 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 4.3 6.3 46.9 87.8 97.4 98.4 2.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 21 7 21 49 48 74 72 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 292,532 COMMITMENTS 8,529 37,270 27,023 256,606 223,012 292,158 287,305 374 5,227 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 5,643) -1,178 866 668 6,181 3,703 5,671 5,237 -28 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 12.7 9.2 87.7 76.2 99.9 98.2 0.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 10 19 19 37 34 60 59 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 86,225 COMMITMENTS 32,115 32,231 11,935 41,215 41,174 85,265 85,340 960 885 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 503) 681 2,684 -1,185 1,192 -465 688 1,034 -185 -531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 37.4 13.8 47.8 47.8 98.9 99.0 1.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 17 19 23 22 18 51 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 19,447 COMMITMENTS 12,627 2,597 3,618 2,549 13,096 18,794 19,311 653 136 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,058) 375 -144 643 30 614 1,048 1,113 10 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.9 13.4 18.6 13.1 67.3 96.6 99.3 3.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 18 2 11 10 11 30 22 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 10,480 COMMITMENTS 888 1,658 4,218 5,360 4,597 10,466 10,472 14 7 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -31) 74 61 -78 -5 -13 -9 -30 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 15.8 40.2 51.2 43.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 14 9 17 13 12 34 31 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 51,247 COMMITMENTS 5,132 2,947 7,853 37,888 39,891 50,873 50,691 374 556 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 2,430) 829 294 842 757 1,028 2,427 2,164 2 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 5.8 15.3 73.9 77.8 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 16 10 15 49 56 70 78 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,618 COMMITMENTS 485 739 111 1,480 1,614 2,076 2,464 542 154 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 189) 75 101 0 118 107 193 208 -4 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 28.2 4.2 56.5 61.7 79.3 94.1 20.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 7 4 20 22 29 30 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 266,179 COMMITMENTS 29,199 211 5,143 231,777 260,819 266,119 266,172 60 7 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 9,397) 11,531 -64 777 -2,898 8,693 9,410 9,406 -13 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 0.1 1.9 87.1 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 22 19 24 22 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,760,170 COMMITMENTS 380,690 15,860 26,250 2353230 2718060 2760170 2760170 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -63,120) 0 0 0 -63,120 -63,120 -63,120 -63,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 0.6 1.0 85.3 98.5 100.0 100.0 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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,994 COMMITMENTS 3,825 0 0 42,127 45,994 45,952 45,994 42 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 282) 0 0 0 282 282 282 282 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 0.0 0.0 91.6 100.0 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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 897,987 COMMITMENTS 0 0 0 897,987 897,987 897,987 897,987 0 0 CHANGES FROM 10/04/16 (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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 127,776 COMMITMENTS 5,280 0 0 122,232 127,776 127,512 127,776 264 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -42,592) -1,760 0 0 -40,744 -42,592 -42,504 -42,592 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.0 95.7 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 12 8 13 8 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,967 COMMITMENTS 121 576 307 23,539 22,424 23,967 23,307 0 660 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,085) 63 120 13 1,009 985 1,085 1,118 0 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.4 1.3 98.2 93.6 100.0 97.2 0.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 4 23 27 27 32 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 135,335 COMMITMENTS 8,606 1,706 4,636 121,307 128,378 134,549 134,720 786 615 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -9,386) 859 -458 -61 -10,058 -8,713 -9,260 -9,232 -126 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 1.3 3.4 89.6 94.9 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 13 9 13 59 56 78 72 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 96,427 COMMITMENTS 12,553 9,086 16 83,757 86,820 96,326 95,922 101 505 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -175) 25 0 15 -277 -134 -237 -119 62 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 9.4 0.0 86.9 90.0 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 5 2 26 30 31 36 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,581 COMMITMENTS 1,991 1,343 495 31,893 32,105 34,379 33,943 202 638 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 369) 7 8 104 294 117 405 229 -36 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 3.9 1.4 92.2 92.8 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 9 2 4 33 37 44 42 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,470 COMMITMENTS 2,448 1,905 638 13,012 13,367 16,098 15,910 372 560 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 768) 36 275 -9 756 502 783 768 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 11.6 3.9 79.0 81.2 97.7 96.6 2.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 3 3 29 21 34 25 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,030 COMMITMENTS 479 216 172 13,379 14,306 14,030 14,694 1,000 336 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -33) -26 20 36 -12 -82 -2 -26 -31 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 1.4 1.1 89.0 95.2 93.3 97.8 6.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 2 27 19 31 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,768,466 COMMITMENTS 605,195 146,419 1060447 985,887 1436093 2651528 2642959 116,938 125,507 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 95,926) 19,947 -36,818 89,548 -17,676 39,704 91,819 92,434 4,107 3,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 5.3 38.3 35.6 51.9 95.8 95.5 4.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467) 179 144 249 105 127 407 411 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 215,190 COMMITMENTS 73,536 30,543 52,785 88,222 129,830 214,544 213,159 646 2,031 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -17,395) -8,675 -12,553 -2,132 -6,400 -2,817 -17,207 -17,502 -188 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 14.2 24.5 41.0 60.3 99.7 99.1 0.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 5 5 18 17 26 23 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,743 COMMITMENTS 58,027 16,590 2,161 29,863 51,170 90,051 69,921 24,692 44,822 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,832) 961 1,317 346 -856 -5,603 451 -3,940 1,381 5,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 14.5 1.9 26.0 44.6 78.5 60.9 21.5 39.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 4 6 10 13 18 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,328 COMMITMENTS 22,218 6 11,725 48,888 64,837 82,831 76,567 5,497 11,761 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 5,347) 1,000 6 1,540 2,357 2,293 4,897 3,838 450 1,509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 0.0 13.3 55.3 73.4 93.8 86.7 6.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 1 8 20 20 28 28 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 158,703 COMMITMENTS 17,284 50,808 61,289 72,683 37,649 151,255 149,746 7,448 8,957 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 4,461) 2,342 -1,140 4,435 -2,541 1,180 4,236 4,475 225 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 32.0 38.6 45.8 23.7 95.3 94.4 4.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 14 18 30 20 19 54 50 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 97,233 COMMITMENTS 46,500 7,373 31,342 18,822 56,908 96,664 95,622 569 1,611 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -10,414) -5,626 -2,610 -2,846 -1,728 -5,049 -10,200 -10,504 -214 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.8 7.6 32.2 19.4 58.5 99.4 98.3 0.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 8 9 9 11 18 20 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,560 COMMITMENTS 120 0 0 11,395 11,545 11,515 11,545 45 15 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 122) 0 0 0 122 122 122 122 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.0 98.6 99.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 18 21 19 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,133 COMMITMENTS 19,175 6,736 933 4,079 17,019 24,187 24,688 1,946 1,444 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,672) -1,758 -334 16 -455 -2,494 -2,197 -2,812 -475 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.4 25.8 3.6 15.6 65.1 92.6 94.5 7.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 75 40 16 26 35 110 83 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,002 COMMITMENTS 48,276 22,948 2,635 13,259 42,856 64,170 68,439 7,832 3,563 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 270) -2,364 4,623 434 2,103 -5,028 172 29 98 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.0 31.9 3.7 18.4 59.5 89.1 95.1 10.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 132 54 30 30 39 178 109 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 414,619 COMMITMENTS 129,761 65,152 71,716 187,344 259,548 388,821 396,416 25,798 18,203 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 21,939) 1,824 639 1,195 17,609 19,466 20,629 21,301 1,310 638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 15.7 17.3 45.2 62.6 93.8 95.6 6.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 94 50 70 89 107 217 199 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,164 COMMITMENTS 2,953 1,871 13 7,993 8,990 10,959 10,874 2,205 2,290 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 828) 730 -21 0 200 768 930 747 -102 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 14.2 0.1 60.7 68.3 83.2 82.6 16.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 2 13 14 18 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,306 COMMITMENTS 1,695 547 1,418 5,324 5,696 8,437 7,661 869 1,645 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,778) 253 0 675 750 853 1,678 1,528 100 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 5.9 15.2 57.2 61.2 90.7 82.3 9.3 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 5 13 13 18 19 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,518 COMMITMENTS 0 172 165 12,298 12,315 12,463 12,652 1,055 866 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 375) 0 0 0 400 450 400 450 -25 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 1.2 91.0 91.1 92.2 93.6 7.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 12 19 13 20 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,246 COMMITMENTS 2,317 4,794 361 12,357 11,932 15,035 17,087 5,211 3,159 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,501) 537 -240 -385 1,671 2,053 1,823 1,428 -322 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 23.7 1.8 61.0 58.9 74.3 84.4 25.7 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 2 12 14 17 17 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 18,552 COMMITMENTS 7,667 17,237 550 10,306 605 18,523 18,392 29 160 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 467) 180 388 80 202 -46 462 422 5 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 92.9 3.0 55.6 3.3 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 6 4 10 5 21 12 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 19,373 COMMITMENTS 8,251 8,836 5,067 5,690 4,737 19,008 18,640 365 733 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 248) 46 -52 83 80 170 209 201 39 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 45.6 26.2 29.4 24.5 98.1 96.2 1.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 19 16 25 13 14 45 44 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 8,923 COMMITMENTS 2,236 1,163 5,361 1,282 2,367 8,878 8,891 45 32 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 138) 178 56 113 -153 -28 139 141 -1 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 13.0 60.1 14.4 26.5 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 7 10 8 7 20 17 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,448 COMMITMENTS 2,822 589 135 33,075 35,643 36,032 36,367 416 81 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,683) 294 0 -36 1,425 1,719 1,683 1,683 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 1.6 0.4 90.7 97.8 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 1 25 16 29 19 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,882 COMMITMENTS 1,403 1,152 0 3,427 3,725 4,830 4,877 52 5 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 23.6 0.0 70.2 76.3 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 0 10 8 14 11 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,441 COMMITMENTS 1,388 5,637 837 15,975 12,730 18,200 19,204 1,241 237 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 602) 94 -74 53 439 527 586 506 16 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 29.0 4.3 82.2 65.5 93.6 98.8 6.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 6 7 29 24 38 34 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,549 COMMITMENTS 128 2,449 71 3,331 1,497 3,530 4,017 1,019 532 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 330) 48 11 21 320 400 389 432 -59 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 53.8 1.6 73.2 32.9 77.6 88.3 22.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 2 18 17 21 22 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,414 COMMITMENTS 900 3,068 320 6,942 5,026 8,162 8,414 252 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 990) 33 464 57 965 469 1,055 990 -65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 36.5 3.8 82.5 59.7 97.0 100.0 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 10 5 23 27 29 40 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,214 COMMITMENTS 459 410 151 328 425 938 986 276 228 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 498) 69 250 131 238 70 438 451 60 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 33.8 12.4 27.0 35.0 77.3 81.2 22.7 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 5 3 5 10 15 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,483 COMMITMENTS 1,768 5,145 1,571 9,887 8,987 13,226 15,703 6,257 3,780 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 458) -47 110 161 649 161 763 432 -305 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 26.4 8.1 50.7 46.1 67.9 80.6 32.1 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 3 12 15 16 19
Updated October 14, 2016