GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,769 COMMITMENTS 7,301 4,337 1,707 41,684 45,444 50,692 51,488 1,077 281 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -6,354) -2,576 -504 117 -3,931 -5,953 -6,390 -6,340 36 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 8.4 3.3 80.5 87.8 97.9 99.5 2.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 9 5 9 35 42 46 54 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,942 COMMITMENTS 0 0 0 6,942 6,942 6,942 6,942 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -216) 0 0 0 -216 -216 -216 -216 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 19 14 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,094 COMMITMENTS 407 281 1,247 7,835 8,189 9,489 9,717 605 377 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -638) -332 32 -93 -274 -557 -699 -618 61 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 2.8 12.4 77.6 81.1 94.0 96.3 6.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 3 9 35 33 44 43 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,174 COMMITMENTS 1,216 444 653 8,056 8,792 9,925 9,889 249 285 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,744) -331 -405 28 -1,367 -1,304 -1,670 -1,681 -74 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 4.4 6.4 79.2 86.4 97.6 97.2 2.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 5 8 34 40 43 49 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,083 COMMITMENTS 170 1,730 95 7,287 5,709 7,552 7,534 531 549 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -348) 35 168 -113 -199 -176 -277 -121 -71 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 21.4 1.2 90.2 70.6 93.4 93.2 6.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 5 3 21 16 27 21 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,595 COMMITMENTS 138 217 80 1,303 1,091 1,521 1,388 74 207 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -468) -70 -191 10 -205 -382 -265 -563 -203 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 13.6 5.0 81.7 68.4 95.4 87.0 4.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 1 15 14 18 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,202 COMMITMENTS 267 4,331 533 21,340 17,253 22,140 22,117 62 85 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,667) -172 -1,564 31 -1,525 -219 -1,666 -1,752 -1 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 19.5 2.4 96.1 77.7 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 3 23 18 27 23 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,771 COMMITMENTS 790 1,780 219 4,018 3,327 5,027 5,326 744 445 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,201) -30 -424 -59 -1,044 -679 -1,133 -1,162 -68 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 30.8 3.8 69.6 57.7 87.1 92.3 12.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 7 6 21 21 31 30 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 5,216 COMMITMENTS 20 998 233 4,411 3,770 4,664 5,001 552 215 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -367) 15 147 -152 -85 -249 -222 -254 -145 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 19.1 4.5 84.6 72.3 89.4 95.9 10.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 5 20 20 25 25 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 424,166 COMMITMENTS 77,896 47,235 94,328 210,347 246,472 382,571 388,034 41,595 36,132 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 3,532) -3,933 1,752 8,137 2,102 -11,928 6,307 -2,039 -2,775 5,570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 11.1 22.2 49.6 58.1 90.2 91.5 9.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 47 46 63 88 92 176 166 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,942 COMMITMENTS 0 1,215 160 37,832 38,528 37,992 39,903 6,950 5,039 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -9,146) 0 50 0 -9,738 -9,207 -9,738 -9,157 592 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.7 0.4 84.2 85.7 84.5 88.8 15.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 2 24 24 26 27 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,207,112 COMMITMENTS 296,179 373,666 396,195 435,900 393,831 1128273 1163692 78,839 43,421 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 28,254) -5,408 3,324 -494 33,073 19,155 27,171 21,984 1,083 6,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 31.0 32.8 36.1 32.6 93.5 96.4 6.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 139 121 161 75 62 301 268 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 684,397 COMMITMENTS 48,695 24,101 204,299 423,857 452,786 676,852 681,186 7,545 3,210 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 42,269) 11,118 5,267 19,784 10,796 16,809 41,699 41,860 570 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 3.5 29.9 61.9 66.2 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 52 27 66 60 57 137 125 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 308,285 COMMITMENTS 115,810 140,700 37,646 141,742 119,728 295,199 298,074 13,086 10,210 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 19,135) 1,848 11,904 4,859 10,494 2,509 17,201 19,272 1,933 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 45.6 12.2 46.0 38.8 95.8 96.7 4.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 13 20 26 29 34 60 63 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 112,639 COMMITMENTS 11,066 8,639 20,231 75,262 80,251 106,559 109,121 6,080 3,518 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 3,680) -1,771 -1,376 2,404 3,042 2,176 3,675 3,204 5 476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 7.7 18.0 66.8 71.2 94.6 96.9 5.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 12 11 19 33 33 53 55 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,366,916 COMMITMENTS 640,214 54,432 73,978 620,996 1217911 1335188 1346321 31,728 20,595 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 8,809) 23,915 9,034 -16,933 3,450 16,005 10,432 8,106 -1,623 703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.8 4.0 5.4 45.4 89.1 97.7 98.5 2.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 21 7 21 51 48 77 71 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 302,060 COMMITMENTS 16,549 40,414 27,441 257,658 230,600 301,648 298,455 412 3,605 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 17,957) 1,033 -948 7,679 9,207 11,390 17,919 18,121 38 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 13.4 9.1 85.3 76.3 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 13 20 23 34 37 61 66 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 81,488 COMMITMENTS 29,086 28,205 12,480 38,891 40,107 80,457 80,792 1,031 696 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 1,350) -680 16 1,037 933 297 1,290 1,350 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 34.6 15.3 47.7 49.2 98.7 99.1 1.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 14 20 24 23 18 52 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,581 COMMITMENTS 11,613 2,655 3,102 2,196 11,665 16,911 17,422 670 159 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 13) -154 -44 167 20 -100 33 23 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.1 15.1 17.6 12.5 66.4 96.2 99.1 3.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 14 5 13 10 12 29 25 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 11,080 COMMITMENTS 981 1,621 4,464 5,624 4,985 11,069 11,070 10 10 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -18) -13 7 -62 57 37 -18 -18 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 14.6 40.3 50.8 45.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 10 16 13 13 32 30 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 56,901 COMMITMENTS 7,111 3,418 10,375 39,114 42,757 56,600 56,550 301 351 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 426) 747 -766 166 -462 1,119 450 518 -24 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 6.0 18.2 68.7 75.1 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 17 13 17 48 59 72 83 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,888 COMMITMENTS 340 732 396 1,768 1,652 2,504 2,780 384 108 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 813) 22 150 243 553 459 818 852 -5 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 25.3 13.7 61.2 57.2 86.7 96.3 13.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 9 6 23 23 30 35 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 254,873 COMMITMENTS 29,201 313 4,936 220,495 249,606 254,633 254,856 240 17 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 5,489) 363 129 -129 5,231 5,474 5,464 5,475 24 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 0.1 1.9 86.5 97.9 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,565,396 COMMITMENTS 372,990 8,160 26,250 2166156 2530986 2565396 2565396 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 0.3 1.0 84.4 98.7 100.0 100.0 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,946 COMMITMENTS 3,825 0 0 41,100 44,946 44,925 44,946 21 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 215 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 0.0 0.0 91.4 100.0 100.0 100.0 0.0 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 879,807 COMMITMENTS 0 0 0 879,807 879,807 879,807 879,807 0 0 CHANGES FROM 11/01/16 (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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 146,224 COMMITMENTS 5,920 6,100 0 140,008 140,124 145,928 146,224 296 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -43,966) -1,780 -1,600 0 -42,482 -42,366 -44,262 -43,966 296 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 4.2 0.0 95.7 95.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 12 8 13 9 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,301 COMMITMENTS 791 936 184 32,303 31,718 33,278 32,838 23 463 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 5,286) 346 0 -10 4,950 5,476 5,286 5,466 0 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 2.8 0.6 97.0 95.2 99.9 98.6 0.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 3 22 24 26 28 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 140,373 COMMITMENTS 9,810 1,834 4,711 125,023 133,227 139,544 139,772 829 601 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -291) 191 -169 -125 -516 41 -450 -253 159 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 1.3 3.4 89.1 94.9 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 17 9 12 60 54 84 69 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 99,381 COMMITMENTS 14,651 7,838 8 84,712 90,861 99,371 98,707 10 674 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 4,700) 1,795 -168 -7 2,912 4,827 4,700 4,652 0 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 7.9 0.0 85.2 91.4 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 5 2 27 30 33 36 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,774 COMMITMENTS 2,563 995 497 31,569 32,733 34,629 34,225 145 549 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 2,216) 169 0 -43 2,130 2,279 2,256 2,236 -40 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 2.9 1.4 90.8 94.1 99.6 98.4 0.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 13 1 5 32 38 45 44 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,935 COMMITMENTS 2,257 108 95 12,381 13,988 14,733 14,191 202 744 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 352) 115 0 -12 264 364 367 352 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 0.7 0.6 82.9 93.7 98.6 95.0 1.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 2 30 25 34 28 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,648 COMMITMENTS 357 351 214 14,137 14,553 14,708 15,118 940 530 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 111) -75 60 -95 251 146 81 111 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.2 1.4 90.3 93.0 94.0 96.6 6.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 3 27 20 32 25 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,819,007 COMMITMENTS 556,021 228,315 1103345 1024110 1381005 2683476 2712665 135,531 106,342 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 164,360) 17,136 95,371 67,965 79,871 3,666 164,973 167,002 -613 -2,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 8.1 39.1 36.3 49.0 95.2 96.2 4.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485) 202 128 249 114 127 436 405 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 215,598 COMMITMENTS 55,261 24,198 60,486 98,474 129,149 214,220 213,832 1,377 1,765 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 11,851) 1,058 2,366 3,870 6,956 5,604 11,883 11,840 -32 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 11.2 28.1 45.7 59.9 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 4 6 17 19 28 25 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,454 COMMITMENTS 55,994 15,915 1,357 28,300 48,862 85,651 66,134 24,803 44,320 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 773) 351 201 90 -487 -767 -46 -476 819 1,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.7 14.4 1.2 25.6 44.2 77.5 59.9 22.5 40.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 4 9 10 16 18 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,861 COMMITMENTS 22,929 0 11,256 45,012 62,989 79,197 74,244 5,664 10,616 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 1,166) 534 0 -24 390 1,095 900 1,072 266 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 0.0 13.3 53.0 74.2 93.3 87.5 6.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 0 9 20 21 30 30 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,263 COMMITMENTS 19,005 42,298 46,568 46,431 28,275 112,005 117,142 13,258 8,121 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -410) -2,573 1,277 -1,863 3,295 -234 -1,141 -820 732 411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 33.8 37.2 37.1 22.6 89.4 93.5 10.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 17 15 29 17 16 50 47 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 119,117 COMMITMENTS 68,473 8,818 24,279 25,495 85,119 118,247 118,216 869 901 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 12,545) 10,855 1,990 -2,319 3,840 12,943 12,375 12,614 169 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.5 7.4 20.4 21.4 71.5 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 6 8 12 19 21 27 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,705 COMMITMENTS 285 0 0 11,405 11,690 11,690 11,690 15 15 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.0 97.4 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 0 21 24 23 24 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,866 COMMITMENTS 13,143 6,603 572 7,252 14,436 20,967 21,611 1,899 1,255 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -792) -367 -1,558 -173 -24 1,231 -564 -500 -227 -292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.5 28.9 2.5 31.7 63.1 91.7 94.5 8.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 64 27 15 36 34 109 69 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 68,832 COMMITMENTS 48,880 19,396 2,586 10,061 43,191 61,527 65,173 7,305 3,659 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -4,608) -1,938 -8,533 -421 -1,269 4,146 -3,628 -4,807 -981 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.0 28.2 3.8 14.6 62.7 89.4 94.7 10.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 127 43 27 31 34 170 93 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 392,218 COMMITMENTS 129,581 67,758 65,649 173,434 239,386 368,664 372,793 23,555 19,425 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -58) -3,817 -6,639 -113 5,946 4,075 2,015 -2,677 -2,073 2,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 17.3 16.7 44.2 61.0 94.0 95.0 6.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 89 60 77 92 103 220 206 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,659 COMMITMENTS 2,476 863 13 5,965 7,261 8,454 8,137 2,205 2,522 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 406) 0 0 0 304 320 304 320 102 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 8.1 0.1 56.0 68.1 79.3 76.3 20.7 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 3 2 10 11 16 14 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 15,689 COMMITMENTS 2,036 200 5,125 7,660 9,087 14,821 14,412 868 1,277 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 4,278) 80 -100 2,391 1,795 1,975 4,266 4,266 12 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 1.3 32.7 48.8 57.9 94.5 91.9 5.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 1 5 12 14 18 20 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,026 COMMITMENTS 0 510 20 11,451 10,841 11,471 11,371 555 655 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 1,260) 0 510 20 1,405 985 1,425 1,515 -165 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.2 0.2 95.2 90.1 95.4 94.6 4.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 14 20 15 21 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,684 COMMITMENTS 2,793 4,419 478 12,165 12,335 15,436 17,232 5,248 3,452 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 1,281) -6 146 61 1,213 1,509 1,268 1,716 13 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 21.4 2.3 58.8 59.6 74.6 83.3 25.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 3 12 14 17 18 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,496 COMMITMENTS 1,491 740 806 3,435 4,414 5,732 5,960 1,764 1,536 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 9.9 10.8 45.8 58.9 76.5 79.5 23.5 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 5 13 13 18 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 16,890 COMMITMENTS 7,181 15,611 733 8,943 475 16,857 16,819 33 71 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 26) -50 0 25 51 0 26 25 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 92.4 4.3 52.9 2.8 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 4 5 9 3 21 10 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,416 COMMITMENTS 7,661 8,112 4,002 5,242 4,839 16,905 16,953 511 463 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -2,892) -978 -828 -638 -180 -6 -1,796 -1,472 -1,096 -1,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.0 46.6 23.0 30.1 27.8 97.1 97.3 2.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 25 21 22 15 12 50 45 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 11,026 COMMITMENTS 3,630 1,690 6,316 1,005 2,953 10,951 10,960 75 66 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 15.3 57.3 9.1 26.8 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 8 9 8 7 20 19 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,455 COMMITMENTS 2,308 278 479 29,351 31,658 32,138 32,415 317 40 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -6,287) -355 -1 -9 -5,970 -6,257 -6,334 -6,267 47 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 0.9 1.5 90.4 97.5 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 2 23 15 28 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,540 COMMITMENTS 75 820 270 3,195 2,450 3,540 3,540 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -150) 75 225 -150 -75 -225 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 23.2 7.6 90.3 69.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 4 14 8 18 14 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,030 COMMITMENTS 1,549 1,008 0 3,473 4,022 5,022 5,030 8 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -269) 32 -144 0 -297 -125 -265 -269 -4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 20.0 0.0 69.0 80.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 3 0 11 10 17 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,149 COMMITMENTS 1,064 4,361 930 16,017 13,628 18,011 18,919 1,138 230 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 512) 0 -300 131 368 681 499 512 13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 22.8 4.9 83.6 71.2 94.1 98.8 5.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 5 6 30 25 38 34 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,828 COMMITMENTS 168 2,231 66 3,673 1,834 3,907 4,131 921 697 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -474) 40 -375 -55 -311 -43 -326 -473 -148 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 46.2 1.4 76.1 38.0 80.9 85.6 19.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 3 19 18 23 24 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,437 COMMITMENTS 90 867 250 2,777 2,200 3,117 3,317 320 120 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -660) -159 147 -30 -471 -777 -660 -660 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 25.2 7.3 80.8 64.0 90.7 96.5 9.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 6 5 8 10 14 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,435 COMMITMENTS 910 3,239 432 6,810 4,612 8,152 8,283 283 152 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 245) 57 68 9 189 177 255 254 -10 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 38.4 5.1 80.7 54.7 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 9 5 19 22 27 33 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,541 COMMITMENTS 540 288 354 561 760 1,455 1,402 86 139 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -66) -89 -42 60 -7 55 -36 73 -30 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 18.7 23.0 36.4 49.3 94.4 91.0 5.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 7 7 9 16 22 27 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,501 COMMITMENTS 1,586 4,664 2,237 10,938 9,962 14,761 16,863 4,740 2,638 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 1,884) 262 1,059 173 1,658 1,249 2,093 2,481 -209 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 23.9 11.5 56.1 51.1 75.7 86.5 24.3 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 4 16 15 21 19
Updated November 11, 2016