GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,506 COMMITMENTS 7,000 3,596 2,184 45,148 49,432 54,332 55,212 1,174 294 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,933) -123 -683 428 1,615 2,175 1,920 1,920 13 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 6.5 3.9 81.3 89.1 97.9 99.5 2.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 8 6 10 37 43 49 55 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,081 COMMITMENTS 0 0 0 7,081 7,081 7,081 7,081 0 0 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -36) 0 0 0 -36 -36 -36 -36 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 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,237 COMMITMENTS 474 296 1,017 9,167 9,503 10,658 10,816 579 421 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 434) 22 0 -241 717 649 498 408 -64 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 2.6 9.1 81.6 84.6 94.8 96.3 5.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 3 10 36 34 46 45 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,399 COMMITMENTS 1,228 304 882 9,775 10,766 11,885 11,952 514 447 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,052) 10 10 54 827 898 891 962 161 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 2.5 7.1 78.8 86.8 95.9 96.4 4.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 4 9 33 39 42 49 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,450 COMMITMENTS 310 64 0 1,121 1,350 1,431 1,414 19 36 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 4.4 0.0 77.3 93.1 98.7 97.5 1.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 11 11 12 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,521 COMMITMENTS 175 1,860 103 7,712 6,093 7,990 8,056 531 465 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 158) 0 3 16 136 139 152 158 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 21.8 1.2 90.5 71.5 93.8 94.5 6.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 7 4 23 20 30 27 MINI EUR 3.5%FOIL RTD BALMOSWP - NEW YORK MERCANTILE EXCHANGE Code-021A18 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,376 COMMITMENTS 463 1,161 45 833 125 1,341 1,331 35 45 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 84.4 3.3 60.5 9.1 97.5 96.7 2.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 6 3 11 3 15 11 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,925 COMMITMENTS 123 302 135 1,583 1,211 1,841 1,648 84 277 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 110) -15 -5 55 80 20 120 70 -10 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 15.7 7.0 82.2 62.9 95.6 85.6 4.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 4 3 15 14 19 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,090 COMMITMENTS 255 4,211 750 22,023 18,108 23,028 23,069 62 21 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 421) -32 -55 162 291 353 421 460 0 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 18.2 3.2 95.4 78.4 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 4 5 24 20 30 26 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,481 COMMITMENTS 923 1,699 391 4,409 4,074 5,723 6,164 758 317 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 208) 17 7 0 189 250 206 257 2 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 26.2 6.0 68.0 62.9 88.3 95.1 11.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 5 9 24 26 36 35 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 6,283 COMMITMENTS 20 935 233 5,333 4,899 5,586 6,067 697 216 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 655) 0 -44 0 598 693 598 649 57 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 14.9 3.7 84.9 78.0 88.9 96.6 11.1 3.4 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 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 436,676 COMMITMENTS 78,115 49,308 107,558 208,780 246,367 394,452 403,233 42,223 33,442 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -592) 4 -1,736 4,278 -5,311 -95 -1,029 2,447 437 -3,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 11.3 24.6 47.8 56.4 90.3 92.3 9.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 50 45 68 89 95 181 175 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,735 COMMITMENTS 0 1,025 150 42,410 43,099 42,560 44,274 7,175 5,461 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,867) 0 -350 0 3,782 4,315 3,782 3,965 85 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.3 85.3 86.7 85.6 89.0 14.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 1 26 29 27 31 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,193,309 COMMITMENTS 294,978 383,155 381,242 444,880 376,844 1121100 1141241 72,209 52,068 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -34,757) -6,484 -12,336 -7,298 -19,285 -22,609 -33,067 -42,243 -1,691 7,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 32.1 31.9 37.3 31.6 93.9 95.6 6.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 131 121 159 74 63 291 268 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 735,145 COMMITMENTS 47,440 31,806 224,922 455,357 475,274 727,719 732,003 7,426 3,142 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 21,029) -2,259 4,766 10,376 12,450 5,891 20,567 21,033 462 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 4.3 30.6 61.9 64.7 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 51 28 62 63 61 138 127 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 325,110 COMMITMENTS 120,918 144,441 42,457 150,549 129,637 313,924 316,535 11,186 8,575 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -1,822) 1,794 -641 865 -4,197 -1,399 -1,538 -1,175 -284 -647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 44.4 13.1 46.3 39.9 96.6 97.4 3.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 18 20 29 36 39 70 72 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 137,744 COMMITMENTS 16,335 15,303 27,682 86,418 90,748 130,435 133,733 7,309 4,011 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 14,184) 1,735 4,048 3,560 7,918 6,323 13,213 13,931 971 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 11.1 20.1 62.7 65.9 94.7 97.1 5.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 12 18 22 34 34 58 62 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,390,950 COMMITMENTS 634,500 55,775 76,865 648,821 1239694 1360186 1372334 30,764 18,616 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 7,862) -7,708 -5,388 3,407 13,623 11,955 9,322 9,974 -1,460 -2,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.6 4.0 5.5 46.6 89.1 97.8 98.7 2.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 21 7 20 52 49 77 72 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,081 COMMITMENTS 19,386 45,604 27,418 264,916 241,943 311,720 314,965 6,361 3,116 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 11,528) 1,964 5,026 -1,099 6,118 7,452 6,983 11,379 4,545 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 14.3 8.6 83.3 76.1 98.0 99.0 2.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 13 20 25 34 36 61 67 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 83,599 COMMITMENTS 30,776 27,491 13,181 38,814 42,054 82,771 82,726 828 873 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 733) 1,681 413 -161 -689 319 831 571 -98 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 32.9 15.8 46.4 50.3 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 16 18 23 24 20 54 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,989 COMMITMENTS 12,795 3,344 1,980 2,631 12,529 17,406 17,853 583 136 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -441) -225 185 -741 580 115 -386 -441 -55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.1 18.6 11.0 14.6 69.6 96.8 99.2 3.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 14 5 12 12 13 31 25 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 10,767 COMMITMENTS 744 1,551 4,370 5,643 4,838 10,758 10,759 10 8 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -122) -25 -21 -51 -46 -49 -122 -121 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 14.4 40.6 52.4 44.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 8 15 14 14 32 30 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 62,826 COMMITMENTS 8,077 3,830 12,242 42,182 46,345 62,501 62,416 325 410 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 4,614) 655 98 2,174 1,742 2,269 4,572 4,541 42 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 6.1 19.5 67.1 73.8 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 19 12 17 53 68 77 93 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,051 COMMITMENTS 637 1,002 485 2,463 2,449 3,585 3,936 466 115 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 668) 176 170 20 357 456 553 646 115 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 24.7 12.0 60.8 60.5 88.5 97.2 11.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 10 6 23 22 31 36 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 264,100 COMMITMENTS 29,189 384 5,498 229,391 258,218 264,079 264,100 21 0 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,855) 39 20 -49 3,866 3,884 3,855 3,855 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 0.1 2.1 86.9 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 22 19 24 22 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| 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 11/15/16 (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 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,394 COMMITMENTS 3,825 0 0 39,548 43,394 43,373 43,394 21 0 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.0 0.0 91.1 100.0 100.0 100.0 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 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 902,607 COMMITMENTS 0 0 0 902,607 902,607 902,607 902,607 0 0 CHANGES FROM 11/15/16 (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 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 59,280 COMMITMENTS 2,400 2,400 0 56,760 56,880 59,160 59,280 120 0 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -43,472) -1,760 -2,200 0 -41,624 -41,272 -43,384 -43,472 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 4.0 0.0 95.7 96.0 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 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,113 COMMITMENTS 1,817 936 238 36,058 36,476 38,113 37,650 0 463 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,929) 730 0 62 2,137 2,867 2,929 2,929 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 2.5 0.6 94.6 95.7 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 1 2 24 28 30 31 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 142,466 COMMITMENTS 10,058 2,159 4,646 126,931 135,098 141,635 141,903 831 563 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -370) 253 198 188 -768 -746 -327 -360 -43 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 1.5 3.3 89.1 94.8 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 19 9 11 62 61 86 76 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 102,401 COMMITMENTS 14,772 7,185 308 87,181 94,026 102,261 101,519 140 882 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 448) -24 10 0 397 458 373 468 75 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 7.0 0.3 85.1 91.8 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 6 3 27 30 33 38 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,506 COMMITMENTS 2,194 995 518 32,639 33,364 35,351 34,877 155 629 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -662) -127 -25 -60 -505 -607 -692 -692 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 2.8 1.5 91.9 94.0 99.6 98.2 0.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 11 1 6 34 39 46 46 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,246 COMMITMENTS 2,812 108 98 13,134 15,116 16,044 15,322 202 924 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 848) 450 0 5 393 663 848 668 0 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 0.7 0.6 80.8 93.0 98.8 94.3 1.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 2 30 25 35 27 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,434 COMMITMENTS 305 478 242 16,254 16,184 16,801 16,904 633 530 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,208) -42 -20 33 1,534 1,160 1,525 1,173 -317 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 2.7 1.4 93.2 92.8 96.4 97.0 3.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 6 3 30 22 35 28 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,631,684 COMMITMENTS 579,486 243,756 973,406 960,359 1303567 2513252 2520730 118,433 110,955 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -290,601) -1,037 -4,605 -147,911 -135,759 -128,889 -284,707 -281,405 -5,894 -9,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 9.3 37.0 36.5 49.5 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452) 181 124 232 100 121 404 376 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 226,718 COMMITMENTS 54,740 26,325 66,437 104,371 132,025 225,547 224,787 1,171 1,931 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 7,847) -1,933 553 4,257 5,742 2,959 8,066 7,770 -219 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 11.6 29.3 46.0 58.2 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 3 6 17 16 26 22 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 113,354 COMMITMENTS 56,104 15,997 2,658 28,981 49,811 87,743 68,466 25,611 44,888 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,924) 47 195 866 -2 43 911 1,104 1,013 820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.5 14.1 2.3 25.6 43.9 77.4 60.4 22.6 39.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 5 9 10 16 19 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,495 COMMITMENTS 21,890 0 11,159 44,329 60,882 77,377 72,041 5,118 10,454 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -3,349) -749 0 -595 -1,325 -2,498 -2,669 -3,093 -680 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 0.0 13.5 53.7 73.8 93.8 87.3 6.2 12.7 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 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,505 COMMITMENTS 22,261 42,471 49,077 45,010 29,523 116,349 121,071 12,156 7,433 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,831) 2,496 1,156 4,012 -3,293 -784 3,216 4,384 616 -553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 33.1 38.2 35.0 23.0 90.5 94.2 9.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 18 14 29 18 19 51 51 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 139,283 COMMITMENTS 76,449 10,927 34,910 27,027 92,573 138,386 138,409 897 873 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 6,908) 5,139 1,337 2,936 -1,884 2,712 6,191 6,985 717 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.9 7.8 25.1 19.4 66.5 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 6 6 10 15 16 23 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,430 COMMITMENTS 315 0 0 10,115 10,355 10,430 10,355 0 75 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -1,425) -60 0 0 -1,350 -1,485 -1,410 -1,485 -15 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 0.0 97.0 99.3 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 19 15 20 15 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,967 COMMITMENTS 17,285 4,980 2,015 6,413 19,563 25,713 26,559 2,253 1,408 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 4,140) 3,217 97 1,293 -707 2,440 3,802 3,829 337 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.8 17.8 7.2 22.9 70.0 91.9 95.0 8.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 74 35 14 31 42 112 85 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 67,542 COMMITMENTS 46,380 21,883 2,399 12,073 39,352 60,853 63,634 6,689 3,908 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,117) 1,936 1,269 -365 463 1,517 2,034 2,421 83 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.7 32.4 3.6 17.9 58.3 90.1 94.2 9.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 122 49 24 37 37 169 101 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 393,895 COMMITMENTS 106,181 53,720 77,675 187,473 241,963 371,329 373,358 22,565 20,537 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 8,373) -7,128 -952 5,310 8,866 5,085 7,048 9,442 1,326 -1,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 13.6 19.7 47.6 61.4 94.3 94.8 5.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 80 58 76 94 107 215 204 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,986 COMMITMENTS 2,384 896 330 8,539 9,215 11,253 10,441 1,733 2,545 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 862) 0 0 0 1,002 683 1,002 683 -140 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 6.9 2.5 65.8 71.0 86.7 80.4 13.3 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 4 4 14 13 21 18 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 20,301 COMMITMENTS 1,839 23 7,115 10,251 11,513 19,205 18,651 1,096 1,650 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,522) -412 23 1,025 1,556 1,276 2,169 2,324 353 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 0.1 35.0 50.5 56.7 94.6 91.9 5.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 4 14 16 19 20 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,956 COMMITMENTS 40 0 230 12,846 12,766 13,116 12,996 840 960 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 105) 0 0 0 180 -95 180 -95 -75 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 1.6 92.0 91.5 94.0 93.1 6.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 16 21 17 22 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,830 COMMITMENTS 2,734 4,434 574 13,252 13,227 16,560 18,235 5,270 3,595 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,439) 226 -70 202 809 1,224 1,237 1,356 202 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 20.3 2.6 60.7 60.6 75.9 83.5 24.1 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 3 14 17 19 21 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 17,214 COMMITMENTS 6,258 15,710 820 9,846 572 16,924 17,102 290 112 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 44) -272 101 -188 244 97 -216 10 260 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 91.3 4.8 57.2 3.3 98.3 99.3 1.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 5 5 9 4 20 11 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,977 COMMITMENTS 8,300 8,047 4,809 5,380 5,778 18,489 18,634 488 343 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 473) 112 -103 393 28 370 533 660 -60 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.7 42.4 25.3 28.4 30.4 97.4 98.2 2.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 27 19 25 15 14 52 49 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 11,858 COMMITMENTS 3,846 1,876 6,757 1,104 3,167 11,708 11,801 150 57 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 445) 133 89 222 -13 136 342 448 103 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 15.8 57.0 9.3 26.7 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 9 10 8 7 21 20 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,060 COMMITMENTS 2,443 233 464 31,836 34,323 34,743 35,020 317 40 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,110) 210 0 0 900 1,110 1,110 1,110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.7 1.3 90.8 97.9 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 2 22 15 27 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,665 COMMITMENTS 25 720 395 3,245 2,550 3,665 3,665 0 0 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 125) 0 -75 125 25 100 150 150 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 19.6 10.8 88.5 69.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 5 14 8 19 14 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,022 COMMITMENTS 1,549 1,083 0 3,465 3,939 5,014 5,022 8 0 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -103) 0 100 0 -103 -203 -103 -103 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 21.6 0.0 69.0 78.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 3 0 10 11 16 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,693 COMMITMENTS 1,123 4,156 807 16,394 14,500 18,324 19,463 1,369 230 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 376) -17 -216 -136 285 728 132 376 244 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 21.1 4.1 83.2 73.6 93.0 98.8 7.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 5 5 29 27 37 35 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 5,340 COMMITMENTS 126 2,237 124 4,424 2,483 4,674 4,844 666 496 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 235) 37 -71 3 266 346 306 278 -71 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 41.9 2.3 82.8 46.5 87.5 90.7 12.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 6 4 24 23 28 30 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,807 COMMITMENTS 90 802 385 3,012 2,500 3,487 3,687 320 120 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 280) 0 -50 75 205 255 280 280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 21.1 10.1 79.1 65.7 91.6 96.8 8.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 6 6 8 10 15 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,870 COMMITMENTS 1,198 3,628 652 8,810 6,503 10,660 10,783 210 87 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,302) -5 684 90 1,256 608 1,341 1,382 -39 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 33.4 6.0 81.0 59.8 98.1 99.2 1.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 9 9 26 28 37 41 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,951 COMMITMENTS 820 478 354 681 960 1,855 1,792 96 159 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 150) 160 120 -10 -10 20 140 130 10 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 24.5 18.1 34.9 49.2 95.1 91.9 4.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 7 6 11 18 24 28 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,536 COMMITMENTS 1,842 4,364 4,275 12,043 11,860 18,160 20,499 5,376 3,037 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,114) -151 43 826 857 1,211 1,532 2,080 582 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 18.5 18.2 51.2 50.4 77.2 87.1 22.8 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 4 15 15 20 19
Updated November 25, 2016