GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,902 COMMITMENTS 7,678 2,852 1,787 40,726 46,226 50,191 50,865 711 37 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 4,373) 433 426 34 3,906 3,908 4,373 4,368 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 5.6 3.5 80.0 90.8 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 11 3 9 31 43 43 54 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,028 COMMITMENTS 66 0 0 3,957 4,028 4,023 4,028 5 0 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 237) 66 0 0 171 237 237 237 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 98.2 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 10 16 11 16 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,450 COMMITMENTS 364 275 1,251 9,182 9,362 10,797 10,888 653 562 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 1,163) 10 40 95 1,016 964 1,121 1,099 42 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.4 10.9 80.2 81.8 94.3 95.1 5.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 4 9 35 36 44 46 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,827 COMMITMENTS 716 289 1,155 10,441 10,885 12,312 12,329 515 498 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 951) 88 15 -81 936 979 943 913 8 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 2.3 9.0 81.4 84.9 96.0 96.1 4.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 2 8 32 37 40 46 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,884 COMMITMENTS 101 1,779 154 8,461 6,318 8,716 8,251 168 633 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 535) -15 275 20 557 259 562 554 -27 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 20.0 1.7 95.2 71.1 98.1 92.9 1.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 6 4 25 21 30 28 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,442 COMMITMENTS 110 195 190 1,039 753 1,339 1,138 103 304 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 136) 10 0 0 126 106 136 106 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 13.5 13.2 72.1 52.2 92.9 78.9 7.1 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 5 7 12 13 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,136 COMMITMENTS 52 3,323 563 22,302 19,151 22,917 23,037 219 99 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 1,362) 52 386 -41 1,351 1,017 1,362 1,362 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 14.4 2.4 96.4 82.8 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 5 4 25 21 29 27 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,992 COMMITMENTS 1,007 1,958 182 4,311 3,621 5,500 5,761 492 231 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 797) 42 341 -36 751 497 757 802 40 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 32.7 3.0 71.9 60.4 91.8 96.1 8.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 6 6 19 22 31 30 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 6,711 COMMITMENTS 515 796 351 5,133 5,302 5,999 6,449 712 262 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 193) 78 -30 57 128 142 263 169 -70 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 11.9 5.2 76.5 79.0 89.4 96.1 10.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 4 6 17 18 25 24 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 434,436 COMMITMENTS 98,157 48,688 70,479 214,000 286,401 382,636 405,568 51,800 28,868 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 16,176) 4,850 2,249 -57 8,560 11,803 13,353 13,995 2,823 2,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 11.2 16.2 49.3 65.9 88.1 93.4 11.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 60 29 55 91 87 178 151 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,835 COMMITMENTS 1,973 0 1,590 14,059 15,597 17,622 17,187 1,213 1,648 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -252) -40 0 40 -330 -330 -330 -290 78 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 8.4 74.6 82.8 93.6 91.3 6.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 3 13 14 17 17 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,675 COMMITMENTS 0 425 0 35,821 39,776 35,821 40,201 9,854 5,474 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,771) 0 0 0 2,449 3,241 2,449 3,241 322 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 78.4 87.1 78.4 88.0 21.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 20 22 20 23 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,192,444 COMMITMENTS 301,829 309,790 384,625 434,443 464,716 1120897 1159131 71,547 33,313 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -24,879) 3,164 -22,602 -3,808 -23,809 -1,543 -24,453 -27,953 -426 3,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 26.0 32.3 36.4 39.0 94.0 97.2 6.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 133 65 135 72 60 266 215 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 368,681 COMMITMENTS 134,231 132,396 42,132 183,218 187,797 359,581 362,325 9,100 6,356 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,936) 1,153 1,056 3,081 -1,477 -1,621 2,757 2,516 179 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 35.9 11.4 49.7 50.9 97.5 98.3 2.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 19 18 26 36 34 70 64 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 117,404 COMMITMENTS 11,498 19,417 17,851 80,344 71,869 109,693 109,137 7,711 8,267 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 5,514) 1,405 2,146 533 3,493 2,125 5,431 4,804 83 710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 16.5 15.2 68.4 61.2 93.4 93.0 6.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 13 13 20 25 25 47 49 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,375,049 COMMITMENTS 676,624 52,052 89,852 581,681 1215329 1348157 1357233 26,892 17,816 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 1,572) 1,843 -652 1,455 -1,717 744 1,581 1,547 -9 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 3.8 6.5 42.3 88.4 98.0 98.7 2.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 23 9 22 48 47 79 70 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 295,123 COMMITMENTS 15,442 59,148 17,252 259,800 209,593 292,494 285,993 2,629 9,130 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 4,519) -1,367 -1,077 1,134 4,696 2,274 4,463 2,331 56 2,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 20.0 5.8 88.0 71.0 99.1 96.9 0.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 15 17 23 34 34 61 62 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 74,242 COMMITMENTS 24,946 34,575 9,408 38,914 28,818 73,268 72,801 974 1,441 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 1,347) 1,564 691 689 -898 -119 1,355 1,261 -8 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 46.6 12.7 52.4 38.8 98.7 98.1 1.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 14 14 15 18 19 41 39 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,277 COMMITMENTS 9,035 2,912 968 4,820 10,837 14,823 14,717 454 560 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -367) 30 -125 159 -516 -406 -327 -372 -40 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.1 19.1 6.3 31.6 70.9 97.0 96.3 3.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 5 4 12 12 22 19 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 4,105 COMMITMENTS 0 772 40 3,859 3,047 3,899 3,859 206 246 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 183) 0 200 30 153 -59 183 171 0 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.8 1.0 94.0 74.2 95.0 94.0 5.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 5 1 14 14 15 19 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 57,271 COMMITMENTS 7,611 5,028 9,881 39,504 42,113 56,996 57,022 275 249 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 3,312) -635 202 450 3,515 2,612 3,330 3,264 -18 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 8.8 17.3 69.0 73.5 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 19 15 17 49 64 77 90 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,423 COMMITMENTS 1,055 337 236 1,753 2,517 3,044 3,090 379 333 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 626) 102 65 -13 541 498 630 550 -4 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 9.8 6.9 51.2 73.5 88.9 90.3 11.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 4 6 16 14 24 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 159,940 COMMITMENTS 8,354 920 13,526 138,060 145,494 159,940 159,940 0 0 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -220) 0 0 0 -220 -220 -220 -220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.6 8.5 86.3 91.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 18 16 19 18 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,020 COMMITMENTS 1,937 936 82 31,566 31,876 33,585 32,894 435 1,126 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 412) 112 0 0 300 412 412 412 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 2.8 0.2 92.8 93.7 98.7 96.7 1.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 1 1 22 20 29 22 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 124,820 COMMITMENTS 7,810 2,385 2,835 113,261 119,249 123,906 124,469 914 351 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 1,032) -117 -5 -537 1,707 1,575 1,053 1,033 -21 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 1.9 2.3 90.7 95.5 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 17 10 14 59 61 80 82 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 96,869 COMMITMENTS 14,652 5,732 0 81,946 90,235 96,598 95,967 271 902 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 645) 80 -220 0 565 920 645 700 0 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 5.9 0.0 84.6 93.2 99.7 99.1 0.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 0 26 31 31 35 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,040 COMMITMENTS 1,619 804 319 33,856 34,544 35,794 35,667 246 373 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 765) -5 -10 -112 897 887 780 765 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 2.2 0.9 93.9 95.8 99.3 99.0 0.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 4 2 31 35 40 40 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,184 COMMITMENTS 2,565 2 203 12,358 13,776 15,126 13,981 58 1,203 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 425) 100 -15 15 310 425 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 0.0 1.3 81.4 90.7 99.6 92.1 0.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 2 24 20 29 22 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,546 COMMITMENTS 288 399 239 15,466 15,408 15,993 16,046 553 500 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 348) 0 -5 61 302 307 363 363 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.4 1.4 93.5 93.1 96.7 97.0 3.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 5 3 27 23 33 28 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE Code-06665W FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,195 COMMITMENTS 117 101 123 1,905 1,864 2,145 2,088 50 107 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 420) -17 51 17 410 340 410 408 10 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 4.6 5.6 86.8 84.9 97.7 95.1 2.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 1 12 12 15 14 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,179,122 COMMITMENTS 631,537 166,859 761,640 677,537 1159908 2070714 2088407 108,408 90,715 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 64,466) 27,276 -3,840 35,909 6,043 23,014 69,228 55,083 -4,762 9,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 7.7 35.0 31.1 53.2 95.0 95.8 5.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419) 154 105 193 102 123 367 340 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,142 COMMITMENTS 54,072 19,370 2,126 46,333 55,652 102,531 77,148 17,611 42,994 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 3,746) 1,826 214 462 993 742 3,281 1,418 465 2,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 16.1 1.8 38.6 46.3 85.3 64.2 14.7 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 4 5 14 16 20 24 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,718 COMMITMENTS 20,693 59,226 40,760 49,866 18,255 111,319 118,241 14,399 7,477 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 6,845) -1,280 2,524 3,968 4,520 432 7,208 6,924 -363 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 47.1 32.4 39.7 14.5 88.5 94.1 11.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 18 15 26 18 18 48 49 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,385 COMMITMENTS 320 0 0 11,065 11,245 11,385 11,245 0 140 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 805) 60 0 0 745 805 805 805 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 97.2 98.8 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 0 21 20 23 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,383 COMMITMENTS 21,025 4,632 299 4,990 22,391 26,314 27,322 2,069 1,061 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 1,412) 1,114 1,017 -108 411 489 1,417 1,398 -5 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.1 16.3 1.1 17.6 78.9 92.7 96.3 7.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 71 42 12 24 35 101 84 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,219 COMMITMENTS 43,522 10,490 2,467 9,926 47,309 55,915 60,266 7,304 2,953 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 1,158) 853 -2,008 -99 296 2,907 1,050 800 108 358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.8 16.6 3.9 15.7 74.8 88.4 95.3 11.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 126 37 21 31 36 164 88 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 428,245 COMMITMENTS 143,026 54,357 66,292 191,305 291,738 400,623 412,387 27,622 15,858 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 22,308) 1,655 -3,429 9,825 10,761 15,082 22,241 21,478 67 830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 12.7 15.5 44.7 68.1 93.5 96.3 6.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 102 46 81 90 111 228 212 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,148 COMMITMENTS 2,445 1,849 827 6,420 7,748 9,692 10,424 2,456 1,724 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 1,890) 76 0 341 1,723 1,704 2,140 2,045 -250 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 15.2 6.8 52.8 63.8 79.8 85.8 20.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 4 10 11 16 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 18,347 COMMITMENTS 4,831 875 3,374 9,094 13,233 17,299 17,482 1,048 865 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 4.8 18.4 49.6 72.1 94.3 95.3 5.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 5 13 14 18 19 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,076 COMMITMENTS 650 264 96 16,150 16,961 16,896 17,321 1,180 755 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 890) 650 0 0 715 1,040 1,365 1,040 -475 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.5 0.5 89.3 93.8 93.5 95.8 6.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 16 20 18 21 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,333 COMMITMENTS 5,124 11,970 706 7,336 598 13,166 13,274 167 59 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 89.8 5.3 55.0 4.5 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 6 4 9 3 18 10 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,197 COMMITMENTS 7,726 7,700 4,229 4,581 4,877 16,536 16,806 661 391 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -152) -288 -578 428 -327 48 -187 -102 35 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 44.8 24.6 26.6 28.4 96.2 97.7 3.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 22 18 23 13 10 43 44 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,123 COMMITMENTS 2,426 727 262 27,183 29,134 29,871 30,123 252 0 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -114) 90 -8 22 -226 -128 -114 -114 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 2.4 0.9 90.2 96.7 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 2 20 16 25 19 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,845 COMMITMENTS 75 1,500 895 4,755 3,450 5,725 5,845 120 0 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 25) 0 25 -50 75 50 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 25.7 15.3 81.4 59.0 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 5 6 9 9 16 16 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,691 COMMITMENTS 1,117 757 402 5,172 5,352 6,691 6,511 0 180 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 85) 50 37 5 35 53 90 95 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 11.3 6.0 77.3 80.0 100.0 97.3 0.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 6 7 9 14 16 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,746 COMMITMENTS 2,863 2,939 368 13,553 13,958 16,784 17,265 962 481 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 18) -97 45 7 204 -34 114 18 -96 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 16.6 2.1 76.4 78.7 94.6 97.3 5.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 4 5 26 26 35 34 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,611 COMMITMENTS 150 1,512 70 3,010 2,236 3,230 3,818 1,381 793 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 166) 0 35 0 82 102 82 137 84 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 32.8 1.5 65.3 48.5 70.0 82.8 30.0 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 3 15 15 18 21 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,531 COMMITMENTS 227 806 342 3,842 3,363 4,411 4,511 120 20 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 269) 82 50 20 167 199 269 269 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 17.8 7.5 84.8 74.2 97.4 99.6 2.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 6 6 10 13 16 22 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,070 COMMITMENTS 488 2,464 953 8,376 6,467 9,817 9,884 253 186 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 999) 156 131 119 829 729 1,104 979 -105 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 24.5 9.5 83.2 64.2 97.5 98.2 2.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 11 9 25 25 36 38 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,637 COMMITMENTS 288 495 339 805 655 1,432 1,489 205 148 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 193) 50 40 -17 191 170 224 193 -31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 30.2 20.7 49.2 40.0 87.5 91.0 12.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 8 6 13 11 23 20 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,301 COMMITMENTS 2,030 9,007 3,783 17,341 9,737 23,154 22,527 3,147 3,774 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,244) 205 195 263 1,753 1,704 2,221 2,162 23 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 34.2 14.4 65.9 37.0 88.0 85.7 12.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 6 5 16 12 23 19
Updated January 20, 2017