GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,524 COMMITMENTS 7,694 2,136 1,619 39,863 45,588 49,176 49,343 348 181 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 668) 255 44 128 271 480 654 652 14 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 4.3 3.3 80.5 92.1 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 11 4 8 36 44 48 55 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,829 COMMITMENTS 755 434 791 9,525 10,238 11,071 11,463 758 366 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 783) 25 -11 -12 769 811 782 788 1 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 3.7 6.7 80.5 86.6 93.6 96.9 6.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 3 9 34 35 43 44 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,241 COMMITMENTS 2,826 63 1,189 10,577 13,665 14,592 14,917 649 324 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 728) 397 28 -60 380 792 717 760 11 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 0.4 7.8 69.4 89.7 95.7 97.9 4.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 3 8 37 43 45 52 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,701 COMMITMENTS 169 1,040 194 6,830 5,988 7,193 7,222 508 479 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 300) -5 85 36 289 269 320 390 -20 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 13.5 2.5 88.7 77.8 93.4 93.8 6.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 7 6 19 18 27 26 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,261 COMMITMENTS 240 579 94 1,840 1,393 2,174 2,066 87 195 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 215) 40 50 94 106 76 240 220 -25 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 25.6 4.2 81.4 61.6 96.2 91.4 3.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 4 3 14 12 20 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,133 COMMITMENTS 218 2,369 300 19,555 17,457 20,073 20,126 60 7 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 278) 0 25 0 278 253 278 278 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 11.8 1.5 97.1 86.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 6 3 27 22 32 28 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,782 COMMITMENTS 2,530 2,795 263 6,413 6,536 9,206 9,594 576 188 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 840) 648 225 -50 222 660 820 835 20 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 28.6 2.7 65.6 66.8 94.1 98.1 5.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 7 8 19 28 29 38 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 7,404 COMMITMENTS 874 682 236 5,680 6,369 6,790 7,287 614 117 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 607) 5 -15 0 557 622 562 607 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 9.2 3.2 76.7 86.0 91.7 98.4 8.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 4 5 20 20 30 26 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 418,596 COMMITMENTS 80,363 55,017 66,789 229,234 259,546 376,386 381,352 42,210 37,244 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -2,175) -45 -25 -4,837 1,341 3,115 -3,541 -1,747 1,366 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 13.1 16.0 54.8 62.0 89.9 91.1 10.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 47 43 71 83 85 175 165 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,597 COMMITMENTS 1,974 0 1,492 13,265 14,737 16,731 16,229 1,866 2,368 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,098) -145 0 145 1,151 500 1,151 645 -53 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.0 8.0 71.3 79.2 90.0 87.3 10.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 4 14 15 18 19 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,583 COMMITMENTS 0 425 0 31,035 34,370 31,035 34,795 10,548 6,788 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,381) 0 0 0 1,634 1,388 1,634 1,388 747 993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 74.6 82.7 74.6 83.7 25.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 18 25 18 26 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,364,396 COMMITMENTS 335,767 358,614 467,092 497,296 500,252 1300155 1325958 64,241 38,438 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 8,022) -6,425 -653 -15,840 29,725 25,418 7,460 8,925 562 -903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 26.3 34.2 36.4 36.7 95.3 97.2 4.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 142 85 158 71 65 288 249 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 407,862 COMMITMENTS 154,629 141,410 45,351 198,282 213,575 398,262 400,336 9,600 7,526 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 21,847) 13,232 3,228 1,295 9,875 18,933 24,402 23,456 -2,555 -1,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 34.7 11.1 48.6 52.4 97.6 98.2 2.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 24 16 30 44 44 81 77 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 147,621 COMMITMENTS 27,049 42,396 29,962 82,938 67,242 139,949 139,600 7,672 8,021 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 20,719) 5,678 5,682 3,913 12,460 11,336 22,051 20,931 -1,332 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 28.7 20.3 56.2 45.6 94.8 94.6 5.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 14 17 26 26 26 55 54 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,338,456 COMMITMENTS 703,922 37,267 83,300 518,428 1202647 1305650 1323214 32,806 15,242 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 18,736) 20,321 -783 930 -4,765 19,964 16,486 20,111 2,250 -1,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 2.8 6.2 38.7 89.9 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 22 10 21 47 47 77 70 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,277 COMMITMENTS 21,095 62,806 35,803 254,055 210,968 310,953 309,577 2,324 3,700 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 7,134) -7,684 6,789 8,468 7,004 -7,368 7,788 7,889 -654 -755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 20.0 11.4 81.1 67.3 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 16 19 21 35 29 62 58 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 72,101 COMMITMENTS 21,535 28,007 9,498 39,801 33,485 70,834 70,990 1,267 1,111 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 651) -674 -198 402 842 583 570 787 81 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 38.8 13.2 55.2 46.4 98.2 98.5 1.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 13 18 20 20 45 42 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,425 COMMITMENTS 8,857 2,150 864 3,021 9,901 12,742 12,915 683 510 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 370) 385 200 -25 35 295 395 470 -25 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.0 16.0 6.4 22.5 73.8 94.9 96.2 5.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 4 6 10 12 23 19 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 3,954 COMMITMENTS 210 892 30 3,399 2,893 3,639 3,815 315 139 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 39) -15 30 20 4 -21 9 29 30 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 22.6 0.8 86.0 73.2 92.0 96.5 8.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 5 2 12 14 15 20 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 55,425 COMMITMENTS 6,534 3,609 6,958 41,576 44,753 55,068 55,320 357 105 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,824) -419 517 37 3,203 2,279 2,821 2,833 3 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 6.5 12.6 75.0 80.7 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 13 18 16 50 66 75 90 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,556 COMMITMENTS 631 552 361 3,118 3,375 4,110 4,288 446 268 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 531) 255 89 -7 295 448 543 530 -12 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 12.1 7.9 68.4 74.1 90.2 94.1 9.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 6 8 24 21 33 32 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 151,870 COMMITMENTS 7,160 3,410 10,960 133,750 137,500 151,870 151,870 0 0 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 425) 0 0 0 425 425 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.2 7.2 88.1 90.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 20 16 21 18 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,741 COMMITMENTS 135 50 120 947 1,048 1,202 1,218 539 523 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 56) 3 29 -41 58 20 20 8 36 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 2.9 6.9 54.4 60.2 69.0 70.0 31.0 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 5 12 13 18 18 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,245 COMMITMENTS 1,445 2,102 286 29,313 28,410 31,044 30,798 201 447 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,297) 337 0 0 960 1,297 1,297 1,297 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 6.7 0.9 93.8 90.9 99.4 98.6 0.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 2 23 30 29 34 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 109,930 COMMITMENTS 10,719 2,335 1,881 96,584 105,357 109,184 109,573 746 357 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,558) 858 76 289 1,539 2,153 2,686 2,518 -128 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 2.1 1.7 87.9 95.8 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 16 10 12 62 59 83 77 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 86,298 COMMITMENTS 16,901 3,915 0 69,331 81,475 86,232 85,390 66 908 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -318) 60 -290 0 -378 -28 -318 -318 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 4.5 0.0 80.3 94.4 99.9 98.9 0.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 5 0 26 31 32 36 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,456 COMMITMENTS 1,073 1,168 904 35,341 34,541 37,318 36,613 138 843 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,816) 0 10 99 1,657 1,707 1,756 1,816 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 3.1 2.4 94.4 92.2 99.6 97.7 0.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 5 6 33 35 42 44 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,538 COMMITMENTS 1,672 85 267 10,561 11,106 12,500 11,458 38 1,080 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 174) -5 0 -15 184 134 164 119 10 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.7 2.1 84.2 88.6 99.7 91.4 0.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 2 3 25 24 32 29 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,127 COMMITMENTS 360 618 184 13,090 13,009 13,634 13,811 493 316 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 91) -102 70 7 186 14 91 91 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.4 1.3 92.7 92.1 96.5 97.8 3.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 3 3 25 20 30 25 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,222,462 COMMITMENTS 647,981 249,901 692,174 778,335 1188424 2118490 2130499 103,972 91,963 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 28,256) -11,048 9,389 39,496 2,058 -21,290 30,506 27,595 -2,250 661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 11.2 31.1 35.0 53.5 95.3 95.9 4.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455) 172 128 186 102 118 368 363 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,459 COMMITMENTS 58,352 19,681 1,027 48,577 57,435 107,956 78,143 20,503 50,316 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,149) 413 -54 19 918 642 1,350 607 799 1,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 15.3 0.8 37.8 44.7 84.0 60.8 16.0 39.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 4 4 17 17 23 24 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,237 COMMITMENTS 18,787 56,788 44,237 60,155 24,247 123,179 125,272 13,058 10,965 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,032) -2,732 -1,254 181 4,250 1,595 1,699 522 333 1,510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 41.7 32.5 44.2 17.8 90.4 92.0 9.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 15 18 25 16 20 47 48 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,121 COMMITMENTS 150 0 0 10,935 10,914 11,085 10,914 36 207 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 160) 0 0 0 160 205 160 205 0 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 98.3 98.1 99.7 98.1 0.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 20 19 21 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 32,450 COMMITMENTS 25,824 5,292 341 4,070 25,352 30,235 30,985 2,215 1,465 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,856) 2,965 598 87 -417 2,063 2,635 2,748 221 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.6 16.3 1.1 12.5 78.1 93.2 95.5 6.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 77 43 12 20 37 105 86 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,094 COMMITMENTS 40,434 12,805 4,893 13,185 45,342 58,512 63,040 7,582 3,054 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -1,361) -637 689 -1,199 215 -1,138 -1,621 -1,648 260 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.2 19.4 7.4 19.9 68.6 88.5 95.4 11.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 123 44 29 35 36 172 98 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 389,740 COMMITMENTS 109,958 60,691 70,291 187,151 236,486 367,400 367,468 22,340 22,272 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -7,822) -2,081 735 -2,895 -2,189 -6,574 -7,165 -8,734 -657 912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 15.6 18.0 48.0 60.7 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 80 55 81 97 108 218 212 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,569 COMMITMENTS 218 1,178 1,216 5,942 5,653 7,376 8,047 2,193 1,522 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 466) -358 -25 383 275 100 300 458 166 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 12.3 12.7 62.1 59.1 77.1 84.1 22.9 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 4 10 11 15 16 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 18,104 COMMITMENTS 6,556 212 2,065 8,901 15,197 17,522 17,474 582 630 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 626) 202 17 74 350 535 626 626 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 1.2 11.4 49.2 83.9 96.8 96.5 3.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 5 15 17 20 22 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,746 COMMITMENTS 1,825 300 0 17,550 19,781 19,375 20,081 1,371 665 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 875) 80 -50 0 670 1,015 750 965 125 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.4 0.0 84.6 95.3 93.4 96.8 6.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 17 16 19 17 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 12,603 COMMITMENTS 1,713 70 2,994 6,335 7,465 11,042 10,529 1,561 2,074 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,073) -147 0 530 545 480 928 1,010 145 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.6 23.8 50.3 59.2 87.6 83.5 12.4 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 7 20 21 27 28 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,102 COMMITMENTS 6,427 13,003 298 7,187 708 13,912 14,009 190 93 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 527) 60 569 -82 547 45 525 532 2 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 92.2 2.1 51.0 5.0 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 7 3 10 5 20 12 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,737 COMMITMENTS 5,803 5,478 6,241 6,044 6,440 18,088 18,159 649 578 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,121) 30 -492 549 473 909 1,052 966 69 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 29.2 33.3 32.3 34.4 96.5 96.9 3.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 22 15 26 13 11 47 42 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,450 COMMITMENTS 1,942 415 375 34,979 36,660 37,296 37,450 154 0 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 654) -44 0 0 698 654 654 654 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 1.1 1.0 93.4 97.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 3 2 28 14 35 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,085 COMMITMENTS 450 2,355 805 5,730 3,925 6,985 7,085 100 0 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 400) 50 250 75 300 100 425 425 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 33.2 11.4 80.9 55.4 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 8 6 18 14 27 23 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,221 COMMITMENTS 1,306 792 50 3,835 4,264 5,191 5,106 30 115 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 120) 25 0 0 75 120 100 120 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 15.2 1.0 73.5 81.7 99.4 97.8 0.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 3 9 10 14 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,127 COMMITMENTS 1,907 3,506 569 16,921 15,770 19,397 19,845 730 282 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,174) -593 469 201 1,566 504 1,174 1,174 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 17.4 2.8 84.1 78.4 96.4 98.6 3.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 5 6 26 25 35 34 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 5,050 COMMITMENTS 0 1,550 63 3,207 2,569 3,270 4,182 1,780 868 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -2) 0 40 12 -34 -28 -22 24 20 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.7 1.2 63.5 50.9 64.8 82.8 35.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 5 2 15 16 17 21 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,314 COMMITMENTS 825 1,879 1,428 7,815 6,785 10,068 10,092 246 222 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 372) -57 62 197 237 140 377 399 -5 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 18.2 13.8 75.8 65.8 97.6 97.8 2.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 10 9 23 25 34 39 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,944 COMMITMENTS 309 57 473 971 1,254 1,753 1,784 191 160 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 80) 60 -10 -50 30 130 40 70 40 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 2.9 24.3 49.9 64.5 90.2 91.8 9.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 2 5 12 15 19 21 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,435 COMMITMENTS 1,514 8,083 3,891 18,932 11,963 24,337 23,937 5,098 5,498 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,517) 413 -188 104 731 1,336 1,248 1,252 269 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 27.5 13.2 64.3 40.6 82.7 81.3 17.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 5 6 13 13 19 20
Updated June 6, 2017