GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,690 COMMITMENTS 8,910 4,476 1,509 43,230 48,410 53,649 54,395 1,041 295 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,902) 581 180 -275 1,596 1,986 1,902 1,891 0 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 8.2 2.8 79.0 88.5 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 6 8 35 42 46 53 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,113 COMMITMENTS 0 0 0 7,113 7,113 7,113 7,113 0 0 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 297) 0 0 0 297 297 297 297 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 19 15 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,909 COMMITMENTS 698 174 1,029 7,608 8,299 9,335 9,502 574 407 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 729) 31 145 163 634 447 828 755 -99 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 1.8 10.4 76.8 83.8 94.2 95.9 5.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 9 30 31 39 41 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,398 COMMITMENTS 1,538 744 628 8,956 9,731 11,122 11,103 276 295 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 338) -11 40 23 279 264 291 327 47 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 6.5 5.5 78.6 85.4 97.6 97.4 2.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 7 4 7 35 42 44 52 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,730 COMMITMENTS 40 1,381 213 6,924 5,380 7,177 6,974 553 756 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 498) 0 88 23 482 337 505 448 -7 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 17.9 2.8 89.6 69.6 92.8 90.2 7.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 3 22 16 26 20 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,736 COMMITMENTS 336 403 75 1,215 1,229 1,626 1,707 110 29 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 110) -5 55 35 60 13 90 103 20 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 23.2 4.3 70.0 70.8 93.7 98.3 6.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 4 2 13 16 17 22 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,106 COMMITMENTS 439 5,780 502 22,102 16,824 23,043 23,106 63 0 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 613) 0 140 0 613 473 613 613 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 25.0 2.2 95.7 72.8 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 5 2 23 18 27 23 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,401 COMMITMENTS 786 2,226 248 4,621 3,463 5,655 5,937 746 464 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 285) -70 35 21 244 200 195 256 90 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 34.8 3.9 72.2 54.1 88.3 92.8 11.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 8 5 24 24 30 33 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 5,351 COMMITMENTS 0 906 345 4,299 3,777 4,644 5,028 707 323 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 292) 0 110 40 248 131 288 281 4 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.9 6.4 80.3 70.6 86.8 94.0 13.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 5 18 18 23 23 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 450,892 COMMITMENTS 80,451 49,050 94,370 227,659 275,636 402,479 419,056 48,413 31,836 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -7,932) 143 -1,602 -6,715 1,352 -964 -5,220 -9,281 -2,713 1,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 10.9 20.9 50.5 61.1 89.3 92.9 10.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 51 43 67 86 89 175 167 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,227 COMMITMENTS 0 1,075 250 41,930 42,954 42,180 44,279 6,047 3,948 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 867) 0 150 -150 897 1,137 747 1,137 120 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.5 86.9 89.1 87.5 91.8 12.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 3 2 27 32 29 35 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,173,893 COMMITMENTS 343,398 362,658 392,166 359,177 385,436 1094741 1140260 79,151 33,632 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -39,746) -8,086 -20,178 -24,831 -1,192 6,554 -34,109 -38,455 -5,637 -1,291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 30.9 33.4 30.6 32.8 93.3 97.1 6.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 169 98 175 75 65 331 263 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 779,142 COMMITMENTS 60,858 30,452 232,707 477,746 512,605 771,311 775,764 7,830 3,378 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 22,233) 8,716 2,883 15,987 -2,204 3,592 22,499 22,462 -267 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 3.9 29.9 61.3 65.8 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 53 28 69 57 59 134 132 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 311,334 COMMITMENTS 119,171 124,382 45,628 137,288 132,532 302,088 302,542 9,247 8,792 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 15,374) -1,091 3,821 10,927 5,933 1,880 15,769 16,628 -395 -1,255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 40.0 14.7 44.1 42.6 97.0 97.2 3.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 21 14 26 37 38 70 67 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 141,913 COMMITMENTS 22,294 27,000 20,463 93,240 90,833 135,997 138,296 5,916 3,617 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 18,954) 2,405 7,155 4,941 12,073 7,384 19,419 19,480 -465 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 19.0 14.4 65.7 64.0 95.8 97.5 4.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 15 16 23 31 30 58 57 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 12,105 COMMITMENTS 3,440 3,169 7,928 445 865 11,813 11,961 292 144 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 26.2 65.5 3.7 7.1 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 12 4 10 4 3 20 13 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,393,751 COMMITMENTS 635,730 56,419 92,037 632,596 1225300 1360363 1373756 33,388 19,995 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 43,903) 29,687 -690 12,170 2,894 33,827 44,751 45,307 -848 -1,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.6 4.0 6.6 45.4 87.9 97.6 98.6 2.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 21 8 22 52 49 80 73 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 294,000 COMMITMENTS 6,584 40,699 25,895 260,915 223,205 293,394 289,799 606 4,201 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,071) 378 593 192 423 318 993 1,103 78 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 13.8 8.8 88.7 75.9 99.8 98.6 0.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 10 19 24 39 33 65 60 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 88,109 COMMITMENTS 31,106 32,351 11,701 44,181 43,061 86,988 87,113 1,121 996 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,243) -860 -1,651 -85 1,883 2,586 938 850 305 393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 36.7 13.3 50.1 48.9 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 17 17 23 23 19 51 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 19,890 COMMITMENTS 12,911 2,397 3,495 2,726 13,827 19,132 19,719 758 171 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 148) 89 -10 -49 83 207 123 148 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.9 12.1 17.6 13.7 69.5 96.2 99.1 3.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 15 3 12 12 11 30 23 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 10,855 COMMITMENTS 949 1,587 4,401 5,495 4,859 10,845 10,847 10 8 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 23) -34 -2 -4 61 29 23 23 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 14.6 40.5 50.6 44.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 9 14 13 13 31 29 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 60,314 COMMITMENTS 6,383 3,569 10,226 43,156 45,930 59,766 59,725 548 589 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 4,979) 784 381 932 3,111 3,709 4,827 5,021 153 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 5.9 17.0 71.6 76.2 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 16 10 15 50 63 71 85 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,116 COMMITMENTS 427 848 143 2,009 1,951 2,579 2,942 537 174 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 256) -18 51 -18 275 213 239 246 17 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 27.2 4.6 64.5 62.6 82.8 94.4 17.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 8 4 25 24 33 33 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 257,687 COMMITMENTS 29,405 311 4,959 223,085 252,411 257,450 257,682 237 6 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 823) 65 83 -52 801 789 815 820 8 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 0.1 1.9 86.6 98.0 99.9 100.0 0.1 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,755,586 COMMITMENTS 380,690 15,860 26,250 2348646 2713476 2755586 2755586 0 0 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 0.6 1.0 85.2 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,440 COMMITMENTS 3,825 0 0 43,573 47,440 47,398 47,440 42 0 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 171) 0 0 0 171 171 171 171 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 0.0 0.0 91.8 100.0 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 925,237 COMMITMENTS 0 0 0 925,237 925,237 925,237 925,237 0 0 CHANGES FROM 10/18/16 (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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 42,592 COMMITMENTS 1,760 0 0 40,744 42,592 42,504 42,592 88 0 CHANGES FROM 10/18/16 (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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,040 COMMITMENTS 543 974 286 26,188 25,102 27,017 26,362 23 678 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 825) 159 398 -46 689 455 802 807 23 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.6 1.1 96.8 92.8 99.9 97.5 0.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 4 21 26 25 31 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 136,848 COMMITMENTS 8,505 1,800 4,498 123,160 129,911 136,163 136,209 685 639 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -1,576) 456 -131 -28 -1,862 -1,599 -1,434 -1,758 -142 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 1.3 3.3 90.0 94.9 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 15 9 13 62 62 84 78 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 97,744 COMMITMENTS 12,653 8,383 1 84,941 88,987 97,595 97,371 149 373 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,997) 10 -768 0 1,939 2,897 1,949 2,129 48 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 8.6 0.0 86.9 91.0 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 6 1 26 30 31 36 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,454 COMMITMENTS 1,993 1,335 460 33,747 33,971 36,200 35,766 254 688 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 988) -76 -43 -1 1,063 1,042 986 998 2 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 3.7 1.3 92.6 93.2 99.3 98.1 0.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 9 1 3 33 38 43 42 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,907 COMMITMENTS 2,578 94 166 13,821 15,877 16,565 16,137 342 770 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 267) 65 15 -15 247 57 297 57 -30 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 0.6 1.0 81.7 93.9 98.0 95.4 2.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 2 31 22 35 25 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,586 COMMITMENTS 497 224 249 14,830 15,712 15,576 16,185 1,010 401 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 946) -45 0 100 911 811 966 911 -20 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 1.4 1.5 89.4 94.7 93.9 97.6 6.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 3 27 21 32 26 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,617,278 COMMITMENTS 571,993 121,545 999,719 926,255 1388929 2497967 2510194 119,311 107,084 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 20,284) -15,804 -11,847 33,117 -3,499 4,406 13,813 25,675 6,471 -5,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 4.6 38.2 35.4 53.1 95.4 95.9 4.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 179 112 238 103 126 393 386 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 202,971 COMMITMENTS 57,431 21,995 54,740 89,252 124,456 201,422 201,191 1,549 1,781 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -11,212) -15,762 -11,651 2,666 845 -2,144 -12,251 -11,128 1,039 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 10.8 27.0 44.0 61.3 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 4 5 16 18 25 24 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,046 COMMITMENTS 57,840 17,652 2,453 30,234 50,784 90,527 70,889 25,519 45,157 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 318) -182 738 82 212 -496 112 324 206 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.8 15.2 2.1 26.1 43.8 78.0 61.1 22.0 38.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 6 9 11 17 20 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,077 COMMITMENTS 23,719 612 12,187 48,659 65,780 84,565 78,578 5,512 11,499 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,298) 962 88 376 -94 994 1,244 1,458 55 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 0.7 13.5 54.0 73.0 93.9 87.2 6.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 1 9 20 20 29 29 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 151,300 COMMITMENTS 20,744 51,149 53,357 70,282 37,027 144,382 141,532 6,918 9,768 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -4,203) 1,934 1,160 -6,501 358 111 -4,209 -5,230 6 1,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 33.8 35.3 46.5 24.5 95.4 93.5 4.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 14 18 30 20 20 53 52 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 96,321 COMMITMENTS 52,602 7,078 24,495 18,507 63,514 95,604 95,086 718 1,235 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -6,415) 2,710 675 -7,922 -1,348 837 -6,560 -6,410 144 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.6 7.3 25.4 19.2 65.9 99.3 98.7 0.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 6 8 10 15 18 23 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,615 COMMITMENTS 285 0 0 11,315 11,600 11,600 11,600 15 15 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -1,355) -60 0 0 -1,280 -1,370 -1,340 -1,370 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.0 0.0 97.4 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 21 22 23 22 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,354 COMMITMENTS 14,149 6,154 717 5,447 14,041 20,313 20,912 2,041 1,442 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -1,744) -1,669 -127 -317 251 -1,414 -1,734 -1,858 -10 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.3 27.5 3.2 24.4 62.8 90.9 93.5 9.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 63 39 12 27 34 95 82 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,564 COMMITMENTS 48,998 29,470 2,787 12,518 36,602 64,303 68,858 8,261 3,705 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 734) 1,527 2,381 85 -942 -1,913 670 552 65 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.5 40.6 3.8 17.3 50.4 88.6 94.9 11.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 138 59 31 35 35 189 110 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 431,987 COMMITMENTS 135,441 73,916 73,165 197,743 266,273 406,349 413,353 25,638 18,634 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 860) -1,934 1,888 -1,862 5,126 1,539 1,330 1,565 -470 -705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 17.1 16.9 45.8 61.6 94.1 95.7 5.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 91 55 65 92 103 218 194 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,175 COMMITMENTS 2,953 1,821 123 8,677 9,791 11,753 11,735 2,422 2,440 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -173) 0 -850 60 -300 517 -240 -273 67 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 12.8 0.9 61.2 69.1 82.9 82.8 17.1 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 3 13 14 19 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 11,290 COMMITMENTS 2,145 687 2,126 6,020 6,992 10,291 9,805 999 1,485 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 245) 350 0 25 -130 190 245 215 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 6.1 18.8 53.3 61.9 91.2 86.8 8.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,573 COMMITMENTS 0 722 95 13,388 12,851 13,483 13,668 1,090 905 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 555) 0 550 -70 500 75 430 555 125 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 0.7 91.9 88.2 92.5 93.8 7.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 1 14 20 15 22 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,856 COMMITMENTS 3,351 4,825 441 15,121 15,618 18,913 20,884 4,943 2,972 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,484) 481 331 101 1,171 1,446 1,753 1,878 -269 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 20.2 1.8 63.4 65.5 79.3 87.5 20.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 3 15 17 21 21 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,401 COMMITMENTS 8,131 17,743 888 10,349 692 19,368 19,323 33 78 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -97) -108 -136 158 -147 -122 -97 -100 0 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 91.5 4.6 53.3 3.6 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 5 5 10 5 22 12 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 19,427 COMMITMENTS 8,442 8,779 4,752 5,850 5,114 19,044 18,645 383 782 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 71) -125 -245 -22 190 228 43 -39 28 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 45.2 24.5 30.1 26.3 98.0 96.0 2.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 22 16 25 14 15 48 46 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 10,114 COMMITMENTS 2,687 1,188 6,130 1,241 2,740 10,059 10,058 55 56 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 907) 317 11 579 -1 309 895 899 12 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 11.7 60.6 12.3 27.1 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 7 9 8 7 19 17 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,431 COMMITMENTS 2,832 150 180 33,003 36,020 36,015 36,350 416 81 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 865) -20 -150 105 780 910 865 865 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.4 0.5 90.6 98.9 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 1 26 15 30 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,615 COMMITMENTS 0 445 420 3,195 2,750 3,615 3,615 0 0 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.3 11.6 88.4 76.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 5 14 10 19 15 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,075 COMMITMENTS 1,403 1,152 0 3,660 3,905 5,063 5,057 12 18 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 145) 0 0 0 145 145 145 145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 22.7 0.0 72.1 76.9 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 3 0 13 9 17 12 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,158 COMMITMENTS 1,144 5,522 1,005 16,768 13,394 18,917 19,921 1,241 237 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 58) -229 45 -45 332 58 58 58 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 27.4 5.0 83.2 66.4 93.8 98.8 6.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 6 6 30 26 39 35 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,805 COMMITMENTS 168 2,538 56 3,564 1,587 3,788 4,181 1,017 624 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 62) -15 22 6 132 -14 123 14 -61 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 52.8 1.2 74.2 33.0 78.8 87.0 21.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 2 19 18 22 23 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,330 COMMITMENTS 141 727 251 2,618 2,232 3,010 3,210 320 120 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 21.8 7.5 78.6 67.0 90.4 96.4 9.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 6 3 8 12 12 19 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,663 COMMITMENTS 1,231 3,681 458 7,710 5,503 9,399 9,642 264 21 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 597) 15 191 150 432 256 597 597 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 38.1 4.7 79.8 56.9 97.3 99.8 2.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 9 5 25 27 32 39 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,314 COMMITMENTS 509 200 151 458 735 1,118 1,086 196 228 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 80) -20 -90 0 120 170 100 80 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.7 15.2 11.5 34.9 55.9 85.1 82.6 14.9 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 6 3 10 15 21 22 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,533 COMMITMENTS 2,139 4,540 2,520 11,305 10,468 15,964 17,528 5,569 4,005 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 712) 179 -218 528 -392 173 315 483 397 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 21.1 11.7 52.5 48.6 74.1 81.4 25.9 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 14 17 19 22
Updated October 28, 2016