GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,332 COMMITMENTS 7,370 3,097 1,322 43,255 47,746 51,947 52,165 385 167 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2,682) 159 107 -2 2,515 2,598 2,672 2,703 10 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 5.9 2.5 82.7 91.2 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 11 6 8 34 46 45 60 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,829 COMMITMENTS 66 0 0 3,763 3,829 3,829 3,829 0 0 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 169) 0 0 0 169 169 169 169 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 98.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 12 14 13 14 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,309 COMMITMENTS 764 296 1,007 8,830 9,517 10,601 10,820 708 489 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -36) 43 91 -10 151 29 184 110 -220 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 2.6 8.9 78.1 84.2 93.7 95.7 6.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 4 10 34 34 44 44 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,386 COMMITMENTS 931 190 1,481 12,359 13,370 14,771 15,041 615 345 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 688) 111 -82 105 520 712 736 735 -48 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 1.2 9.6 80.3 86.9 96.0 97.8 4.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 9 2 9 34 39 43 50 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,560 COMMITMENTS 230 0 0 2,325 2,548 2,555 2,548 5 12 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.0 0.0 90.8 99.5 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 13 13 14 13 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,591 COMMITMENTS 147 1,521 259 7,956 6,242 8,362 8,022 229 569 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 67) 130 -85 -15 10 103 125 3 -58 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 17.7 3.0 92.6 72.7 97.3 93.4 2.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 6 5 26 25 33 33 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,846 COMMITMENTS 220 165 109 1,430 1,393 1,759 1,667 87 179 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 348) 91 31 -26 323 321 388 326 -40 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 8.9 5.9 77.5 75.5 95.3 90.3 4.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 4 2 11 13 17 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,876 COMMITMENTS 276 2,978 337 22,163 19,547 22,776 22,862 100 14 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 593) 0 104 0 593 489 593 593 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 13.0 1.5 96.9 85.4 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 3 25 22 30 28 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,197 COMMITMENTS 1,631 2,113 304 6,771 6,567 8,706 8,984 491 213 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 486) 260 278 28 275 214 563 520 -77 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 23.0 3.3 73.6 71.4 94.7 97.7 5.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 6 6 19 26 30 35 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 6,648 COMMITMENTS 800 581 238 4,995 5,500 6,033 6,319 615 329 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 113) 27 -10 -11 97 125 113 104 0 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 8.7 3.6 75.1 82.7 90.7 95.1 9.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 3 5 18 18 26 23 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 405,810 COMMITMENTS 89,518 52,448 63,524 208,614 262,103 361,656 378,075 44,154 27,735 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -31,874) -2,220 -2,749 -7,871 -19,050 -21,689 -29,141 -32,309 -2,733 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 12.9 15.7 51.4 64.6 89.1 93.2 10.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 54 32 59 86 88 170 155 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,071 COMMITMENTS 1,910 0 1,567 12,885 15,844 16,362 17,411 2,709 1,660 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 519) -155 0 -75 879 724 649 649 -130 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 8.2 67.6 83.1 85.8 91.3 14.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 4 15 16 19 20 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,281 COMMITMENTS 290 275 150 38,517 41,791 38,957 42,216 9,324 6,065 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2,348) -40 -75 75 2,175 3,673 2,210 3,673 138 -1,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.6 0.3 79.8 86.6 80.7 87.4 19.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 20 28 22 29 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,332,711 COMMITMENTS 325,710 380,560 440,469 495,912 473,272 1262091 1294301 70,620 38,410 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 54,894) 13,733 22,728 20,910 22,115 11,026 56,758 54,664 -1,864 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 28.6 33.1 37.2 35.5 94.7 97.1 5.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 130 104 136 67 60 273 234 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 365,301 COMMITMENTS 136,397 142,044 36,479 180,167 177,774 353,043 356,297 12,258 9,004 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -24,425) -11,478 3,120 -9,648 -6,122 -17,568 -27,248 -24,096 2,823 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 38.9 10.0 49.3 48.7 96.6 97.5 3.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 16 20 26 35 35 68 64 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 113,089 COMMITMENTS 18,700 26,966 19,217 65,608 59,466 103,525 105,649 9,564 7,440 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -29,973) -5,047 -4,241 -6,478 -21,197 -20,568 -32,722 -31,287 2,749 1,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 23.8 17.0 58.0 52.6 91.5 93.4 8.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 12 11 20 22 22 43 44 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,286,593 COMMITMENTS 657,073 41,250 82,417 517,858 1146954 1257348 1270621 29,245 15,972 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -37,332) -6,012 8,202 -1,113 -27,555 -40,070 -34,680 -32,981 -2,652 -4,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 3.2 6.4 40.3 89.1 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 20 9 20 47 47 75 68 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 279,922 COMMITMENTS 22,427 53,104 23,443 228,899 198,585 274,769 275,132 5,153 4,790 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -21,366) 3,360 -10,402 1,932 -27,778 -13,159 -22,486 -21,629 1,120 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 19.0 8.4 81.8 70.9 98.2 98.3 1.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 14 13 19 33 27 57 49 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 68,966 COMMITMENTS 21,328 29,303 9,157 37,406 29,392 67,891 67,852 1,075 1,114 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -4,035) -440 -1,255 -1,413 -2,215 -1,060 -4,068 -3,728 33 -307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 42.5 13.3 54.2 42.6 98.4 98.4 1.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 13 16 18 22 19 47 41 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,429 COMMITMENTS 8,197 2,230 737 2,932 8,952 11,866 11,919 563 510 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -2,111) -1,567 -231 -320 -271 -1,580 -2,158 -2,131 47 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.0 17.9 5.9 23.6 72.0 95.5 95.9 4.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 3 4 9 12 20 17 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 4,341 COMMITMENTS 187 1,075 3 3,784 3,150 3,974 4,228 367 113 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 126) 0 0 0 126 146 126 146 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 24.8 0.1 87.2 72.6 91.5 97.4 8.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 1 13 14 14 20 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 57,931 COMMITMENTS 7,896 3,353 6,768 42,847 47,661 57,511 57,782 420 149 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2,970) 1,259 263 236 1,449 2,517 2,944 3,016 26 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 5.8 11.7 74.0 82.3 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 12 19 17 52 69 76 94 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,693 COMMITMENTS 481 114 396 1,245 1,512 2,122 2,022 571 671 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 323) 49 -23 82 129 211 260 270 63 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 4.2 14.7 46.2 56.1 78.8 75.1 21.2 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 5 14 15 19 21 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,274 COMMITMENTS 1,099 334 367 2,252 3,271 3,718 3,972 556 302 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 668) 162 -93 76 407 646 645 629 23 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 7.8 8.6 52.7 76.5 87.0 92.9 13.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 7 8 19 21 28 33 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 153,216 COMMITMENTS 7,114 3,100 11,006 135,096 139,110 153,216 153,216 0 0 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,516) 2,520 0 -2,520 1,516 4,036 1,516 1,516 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 2.0 7.2 88.2 90.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 19 16 20 18 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,919 COMMITMENTS 998 1,409 285 31,415 30,473 32,698 32,167 221 752 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 3,702) 307 245 262 3,132 3,195 3,701 3,702 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 4.3 0.9 95.4 92.6 99.3 97.7 0.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 1 18 25 22 29 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 116,404 COMMITMENTS 9,199 2,630 1,542 105,097 112,131 115,838 116,303 566 101 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2,743) 437 794 -99 2,381 2,048 2,719 2,743 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 2.3 1.3 90.3 96.3 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 19 8 10 60 66 80 83 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 94,216 COMMITMENTS 15,668 4,561 0 78,327 88,656 93,995 93,217 221 999 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 285) 91 45 -52 131 -107 170 -114 115 399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 4.8 0.0 83.1 94.1 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 5 0 26 32 31 37 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,756 COMMITMENTS 1,191 1,154 675 35,660 35,058 37,526 36,887 230 869 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,103) 439 0 13 661 696 1,113 709 -10 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.1 1.8 94.4 92.9 99.4 97.7 0.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 3 4 28 34 36 40 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,958 COMMITMENTS 2,124 133 296 11,462 12,209 13,882 12,638 76 1,320 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 466) -41 0 107 386 229 452 336 14 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 1.0 2.1 82.1 87.5 99.5 90.5 0.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 2 3 23 22 29 26 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,040 COMMITMENTS 291 794 223 13,964 13,667 14,478 14,684 562 356 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 323) 5 126 85 242 164 332 375 -9 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.3 1.5 92.8 90.9 96.3 97.6 3.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 4 27 22 32 29 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE Code-06665W FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,137 COMMITMENTS 45 253 62 3,025 2,787 3,132 3,102 5 35 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 8.1 2.0 96.4 88.8 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 1 17 19 19 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,120,334 COMMITMENTS 690,281 165,027 649,177 677,820 1223836 2017278 2038040 103,056 82,294 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 17,056) -22,436 8,917 22,373 18,339 -7,430 18,276 23,860 -1,220 -6,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 7.8 30.6 32.0 57.7 95.1 96.1 4.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414) 165 96 180 101 119 352 333 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,372 COMMITMENTS 59,784 21,204 894 50,165 55,127 110,843 77,225 17,529 51,147 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 5,110) 2,749 174 -23 2,404 522 5,130 673 -20 4,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 16.5 0.7 39.1 42.9 86.3 60.2 13.7 39.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 4 5 16 14 24 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,458 COMMITMENTS 19,992 57,248 46,102 57,750 23,512 123,844 126,862 13,614 10,596 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 6,356) -726 -1,884 3,824 3,591 3,891 6,689 5,831 -333 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 41.6 33.5 42.0 17.1 90.1 92.3 9.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 14 18 24 17 16 46 44 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,359 COMMITMENTS 90 0 0 11,215 11,152 11,305 11,152 54 207 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 654) 0 0 0 645 582 645 582 9 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 98.7 98.2 99.5 98.2 0.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 23 21 24 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,645 COMMITMENTS 20,395 3,854 229 4,913 22,487 25,537 26,570 2,108 1,075 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -2,677) 82 232 -1,812 -924 -942 -2,654 -2,522 -23 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.8 13.9 0.8 17.8 81.3 92.4 96.1 7.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 65 36 10 27 35 97 77 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 71,200 COMMITMENTS 49,818 5,208 4,543 9,614 59,607 63,975 69,358 7,225 1,842 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 5,262) 4,280 -688 2,003 -1,105 4,432 5,178 5,747 84 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.0 7.3 6.4 13.5 83.7 89.9 97.4 10.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 139 25 20 31 38 178 78 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 391,562 COMMITMENTS 114,550 58,961 65,999 185,424 246,147 365,973 371,107 25,589 20,455 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -35,747) 4,564 7,510 -16,774 -21,129 -27,874 -33,339 -37,138 -2,408 1,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 15.1 16.9 47.4 62.9 93.5 94.8 6.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 78 50 66 90 104 203 188 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,351 COMMITMENTS 997 2,270 1,268 7,585 7,112 9,850 10,650 2,501 1,701 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,516) -220 44 496 1,365 976 1,641 1,516 -125 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 18.4 10.3 61.4 57.6 79.8 86.2 20.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 6 5 12 13 19 21 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 20,417 COMMITMENTS 5,474 450 3,249 10,652 15,798 19,375 19,497 1,042 920 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 82) 0 0 0 0 82 0 82 82 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 2.2 15.9 52.2 77.4 94.9 95.5 5.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 4 16 18 20 22 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,816 COMMITMENTS 1,250 0 150 19,970 21,656 21,370 21,806 1,446 1,010 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,050) 50 0 0 1,025 1,150 1,075 1,150 -25 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 0.7 87.5 94.9 93.7 95.6 6.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 19 19 22 20 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 12,236 COMMITMENTS 2,019 158 4,481 4,509 4,968 11,009 9,607 1,227 2,629 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,436) 574 -88 564 639 745 1,777 1,221 -341 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 1.3 36.6 36.9 40.6 90.0 78.5 10.0 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 7 13 15 20 22 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 12,647 COMMITMENTS 5,614 11,673 388 6,482 456 12,484 12,517 163 130 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -1,004) -45 -775 -59 -867 -196 -971 -1,030 -33 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 92.3 3.1 51.3 3.6 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 7 3 9 4 19 11 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 16,760 COMMITMENTS 6,429 6,573 4,508 4,929 4,923 15,866 16,004 894 756 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 56) -98 -495 -9 -113 322 -220 -182 276 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 39.2 26.9 29.4 29.4 94.7 95.5 5.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 23 15 21 14 12 44 42 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,203 COMMITMENTS 2,542 892 548 32,910 34,763 36,000 36,203 203 0 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 4,543) 305 350 -5 4,243 4,198 4,543 4,543 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 2.5 1.5 90.9 96.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 3 2 26 17 32 21 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,830 COMMITMENTS 250 1,890 1,200 5,270 3,740 6,720 6,830 110 0 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 375) 0 25 150 250 225 400 400 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 27.7 17.6 77.2 54.8 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 6 8 15 11 24 20 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,468 COMMITMENTS 2,900 3,448 376 14,377 14,228 17,653 18,052 815 416 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 574) 47 -64 28 499 610 574 574 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 18.7 2.0 77.8 77.0 95.6 97.7 4.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 4 5 25 25 34 32 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 5,328 COMMITMENTS 94 1,539 71 3,412 2,758 3,577 4,368 1,751 960 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 143) -10 -38 25 86 191 101 178 42 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 28.9 1.3 64.0 51.8 67.1 82.0 32.9 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 2 15 14 17 19 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,343 COMMITMENTS 617 2,062 1,160 8,281 6,983 10,058 10,205 285 138 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 238) 46 -273 -99 273 599 220 227 18 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 19.9 11.2 80.1 67.5 97.2 98.7 2.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 12 9 28 25 39 40 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,133 COMMITMENTS 737 430 194 1,057 1,280 1,988 1,904 145 229 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 379) 195 -95 160 44 294 399 359 -20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 20.2 9.1 49.6 60.0 93.2 89.3 6.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 8 3 17 14 25 23 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,244 COMMITMENTS 1,231 8,599 5,064 20,848 12,370 27,143 26,033 4,101 5,211 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,270) -100 -464 -16 976 820 860 340 410 930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 27.5 16.2 66.7 39.6 86.9 83.3 13.1 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 6 6 16 16 23 23
Updated March 3, 2017