GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,089 COMMITMENTS 6,023 899 1,438 32,487 37,691 39,948 40,028 141 61 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -540) 694 -27 108 -1,352 -605 -550 -524 10 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 2.2 3.6 81.0 94.0 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 9 3 7 34 41 44 50 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,619 COMMITMENTS 670 294 527 6,767 7,287 7,964 8,108 655 511 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 436) -5 100 55 382 363 432 518 4 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 3.4 6.1 78.5 84.5 92.4 94.1 7.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 5 8 30 31 38 41 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,578 COMMITMENTS 43 26 41 1,246 1,365 1,330 1,432 248 146 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 20) -53 0 -1 5 15 -49 14 69 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.6 2.6 79.0 86.5 84.3 90.7 15.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 12 14 14 17 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,811 COMMITMENTS 909 79 412 8,015 8,816 9,336 9,307 475 504 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 481) 32 0 -10 423 420 445 410 36 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 0.8 4.2 81.7 89.9 95.2 94.9 4.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 2 8 29 32 37 40 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,896 COMMITMENTS 99 1,298 278 5,102 3,561 5,479 5,137 417 759 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 114) 0 37 4 110 0 114 41 0 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 22.0 4.7 86.5 60.4 92.9 87.1 7.1 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 5 4 20 20 25 26 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,720 COMMITMENTS 85 1,969 505 15,130 13,196 15,720 15,670 0 50 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 887) 0 465 390 497 272 887 1,127 0 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 12.5 3.2 96.2 83.9 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 7 3 20 20 24 27 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,313 COMMITMENTS 1,487 3,221 89 7,091 5,617 8,667 8,927 646 386 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 633) -10 143 18 596 476 604 637 29 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 34.6 1.0 76.1 60.3 93.1 95.9 6.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 8 8 2 29 24 39 32 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 5,308 COMMITMENTS 725 475 128 3,958 4,350 4,811 4,953 497 355 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -112) 0 20 0 -112 -132 -112 -112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 8.9 2.4 74.6 82.0 90.6 93.3 9.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 4 4 16 16 22 22 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 463,971 COMMITMENTS 122,815 63,721 71,524 213,265 300,632 407,604 435,877 56,367 28,094 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 12,620) 10,358 -320 3,707 298 8,573 14,363 11,960 -1,743 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 13.7 15.4 46.0 64.8 87.9 93.9 12.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 67 31 68 85 93 183 169 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,841 COMMITMENTS 1,675 1,550 50 41,380 44,558 43,105 46,158 7,736 4,683 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,771) 1,300 300 -350 1,621 2,936 2,571 2,886 200 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 3.0 0.1 81.4 87.6 84.8 90.8 15.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 26 25 27 27 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,318,849 COMMITMENTS 371,167 429,733 438,643 445,043 413,725 1254853 1282101 63,996 36,748 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -2,777) -1,586 33,092 -35,278 33,962 -2,211 -2,902 -4,397 125 1,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 32.6 33.3 33.7 31.4 95.1 97.2 4.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 121 110 139 78 67 273 258 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 420,581 COMMITMENTS 229,450 181,592 40,134 136,702 190,140 406,286 411,866 14,295 8,715 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 25,255) -417 5,299 10,599 13,549 8,986 23,731 24,884 1,524 371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 43.2 9.5 32.5 45.2 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 25 17 27 41 41 78 73 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 138,355 COMMITMENTS 24,127 41,137 20,365 86,086 70,932 130,578 132,434 7,777 5,921 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 15,083) 7,555 2,480 1,337 6,513 12,084 15,405 15,901 -322 -818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 29.7 14.7 62.2 51.3 94.4 95.7 5.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 18 16 25 26 26 53 58 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,247,902 COMMITMENTS 619,232 12,263 77,454 525,374 1142344 1222060 1232061 25,842 15,841 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 9,348) 2,191 3,593 214 9,478 4,906 11,883 8,713 -2,535 635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.6 1.0 6.2 42.1 91.5 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 19 7 21 46 46 73 67 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,370 COMMITMENTS 8,129 55,233 32,023 194,240 148,966 234,392 236,222 5,978 4,148 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,938) 477 1,940 145 3,153 1,605 3,775 3,690 163 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 23.0 13.3 80.8 62.0 97.5 98.3 2.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 10 13 20 33 29 54 51 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 58,266 COMMITMENTS 19,060 13,708 9,145 29,059 34,534 57,264 57,387 1,002 879 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 515) 227 -695 432 -34 638 625 375 -110 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 23.5 15.7 49.9 59.3 98.3 98.5 1.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 14 16 21 20 19 47 43 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,510 COMMITMENTS 5,550 725 490 2,096 6,967 8,136 8,182 374 328 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 209) 140 5 40 39 114 219 159 -10 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.2 8.5 5.8 24.6 81.9 95.6 96.1 4.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 3 5 8 9 20 15 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 5,323 COMMITMENTS 0 522 275 4,811 4,448 5,086 5,245 237 78 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 210) 0 0 90 160 130 250 220 -40 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.8 5.2 90.4 83.6 95.5 98.5 4.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 7 5 16 17 21 25 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 49,435 COMMITMENTS 6,950 1,777 3,660 38,621 43,849 49,231 49,286 204 149 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,640) -328 -161 622 2,406 2,231 2,700 2,692 -60 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 3.6 7.4 78.1 88.7 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 20 13 18 48 58 76 83 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,591 COMMITMENTS 631 67 252 1,295 1,713 2,178 2,032 413 559 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 86) 14 0 21 -65 -42 -30 -21 116 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 2.6 9.7 50.0 66.1 84.1 78.4 15.9 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 3 8 18 19 27 27 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,054 COMMITMENTS 892 1,025 358 2,594 2,366 3,844 3,749 210 305 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 90) 0 36 -14 112 76 98 98 -8 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 25.3 8.8 64.0 58.4 94.8 92.5 5.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 8 7 5 19 24 29 34 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 129,128 COMMITMENTS 20,214 0 2,756 106,095 126,372 129,065 129,128 63 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -3,056) 0 0 0 -3,056 -3,056 -3,056 -3,056 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 0.0 2.1 82.2 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 17 18 19 19 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,788 COMMITMENTS 575 202 233 1,365 1,956 2,173 2,391 615 397 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 17) 2 13 -40 63 61 25 34 -8 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 7.2 8.4 49.0 70.2 77.9 85.8 22.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 3 9 16 20 25 29 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,633 COMMITMENTS 468 1,780 60 19,949 18,464 20,477 20,304 156 329 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 662) 70 -243 15 577 770 662 542 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 8.6 0.3 96.7 89.5 99.2 98.4 0.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 1 21 25 25 29 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 109,726 COMMITMENTS 8,994 2,355 5,033 94,703 101,893 108,730 109,281 996 445 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 4,729) -515 286 865 4,284 3,498 4,634 4,649 95 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 2.1 4.6 86.3 92.9 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 24 13 22 66 64 100 89 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 74,489 COMMITMENTS 12,827 1,501 1,824 59,823 70,780 74,474 74,105 15 384 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 317) -199 0 349 380 140 530 489 -213 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 2.0 2.4 80.3 95.0 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 2 5 28 35 37 42 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,943 COMMITMENTS 2,879 3,503 828 36,753 36,139 40,460 40,470 483 473 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 776) -8 224 7 822 490 821 721 -45 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 8.6 2.0 89.8 88.3 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 13 9 8 41 45 59 57 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,294 COMMITMENTS 562 174 328 9,178 9,110 10,068 9,612 226 682 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 482) 71 0 84 327 329 482 413 0 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.7 3.2 89.2 88.5 97.8 93.4 2.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 2 4 22 26 29 31 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,490 COMMITMENTS 964 2,627 853 16,132 14,753 17,949 18,233 541 257 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 733) 45 408 157 523 168 725 733 8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 14.2 4.6 87.2 79.8 97.1 98.6 2.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 5 4 28 23 34 31 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE Code-06665W FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 1,200 COMMITMENTS 25 292 15 1,135 883 1,175 1,190 25 10 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 24.3 1.3 94.6 73.6 97.9 99.2 2.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 11 11 12 14 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,411,223 COMMITMENTS 698,180 244,072 787,828 824,910 1284235 2310918 2316135 100,305 95,088 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 33,735) 20,024 -16,010 35,327 -33,354 6,034 21,997 25,351 11,738 8,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 10.1 32.7 34.2 53.3 95.8 96.1 4.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434) 169 122 182 96 113 354 349 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,959 COMMITMENTS 51,082 17,695 4,578 63,740 62,335 119,400 84,608 17,559 52,351 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 780) -825 1,495 111 1,227 -2,217 513 -611 267 1,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 12.9 3.3 46.5 45.5 87.2 61.8 12.8 38.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 6 6 17 16 25 23 WTI-BRENT CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765L FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,303 COMMITMENTS 0 34,933 759 40,634 7,202 41,393 42,894 14,910 13,409 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 62.0 1.3 72.2 12.8 73.5 76.2 26.5 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 6 2 14 8 16 14 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 151,269 COMMITMENTS 25,394 66,371 48,221 64,719 27,277 138,334 141,869 12,935 9,400 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 11,382) -1,879 -1,226 7,523 3,455 2,288 9,099 8,585 2,283 2,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 43.9 31.9 42.8 18.0 91.4 93.8 8.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 17 22 31 19 21 56 55 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 14,775 COMMITMENTS 1,545 0 0 13,125 14,775 14,670 14,775 105 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,250) -135 0 0 -1,085 -1,190 -1,220 -1,190 -30 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 0.0 88.8 100.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 0 0 20 18 25 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 30,568 COMMITMENTS 24,571 3,928 406 3,791 25,203 28,768 29,537 1,800 1,031 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,296) -1,489 284 4 179 -1,346 -1,306 -1,058 10 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.4 12.9 1.3 12.4 82.4 94.1 96.6 5.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 87 36 6 20 37 108 78 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,987 COMMITMENTS 44,411 19,048 3,184 13,844 45,962 61,439 68,194 9,548 2,793 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -5,646) -6,114 171 -869 1,380 -5,167 -5,603 -5,865 -43 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.6 26.8 4.5 19.5 64.7 86.5 96.1 13.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 136 51 23 28 33 177 98 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 412,697 COMMITMENTS 148,188 66,912 71,038 166,998 258,331 386,224 396,281 26,473 16,416 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -13,959) -1,256 -2,259 -1,077 -11,155 -8,072 -13,488 -11,408 -471 -2,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 16.2 17.2 40.5 62.6 93.6 96.0 6.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 100 43 72 98 118 235 202 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,337 COMMITMENTS 6,106 1,588 238 6,749 11,824 13,093 13,650 2,244 1,687 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 212) -58 0 38 41 -5 21 33 191 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 10.4 1.6 44.0 77.1 85.4 89.0 14.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 3 14 14 21 17 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,603 COMMITMENTS 2,000 0 0 12,825 14,076 14,825 14,076 778 1,527 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 445) -200 0 0 570 390 370 390 75 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.0 0.0 82.2 90.2 95.0 90.2 5.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 0 21 20 25 20 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,526 COMMITMENTS 3,923 936 1,317 4,931 7,446 10,171 9,699 3,355 3,827 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -84) 137 60 -43 -178 -37 -84 -20 0 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 6.9 9.7 36.5 55.0 75.2 71.7 24.8 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 7 8 12 15 19 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,706 COMMITMENTS 0 1,056 361 5,014 3,568 5,375 4,985 1,331 1,721 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.7 5.4 74.8 53.2 80.2 74.3 19.8 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 3 14 14 17 17 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 15,686 COMMITMENTS 8,651 8,186 1,673 5,175 5,678 15,499 15,537 187 149 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 510) 307 170 -14 143 309 436 465 74 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.2 52.2 10.7 33.0 36.2 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 2 3 10 5 21 9 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 13,674 COMMITMENTS 5,547 4,830 3,127 4,199 5,268 12,873 13,225 801 449 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 76) -223 46 350 20 0 147 396 -71 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 35.3 22.9 30.7 38.5 94.1 96.7 5.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 16 12 13 10 11 33 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,363 COMMITMENTS 2,728 593 410 28,093 30,355 31,231 31,358 132 5 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -2,337) 2,265 -415 -275 -4,327 -1,647 -2,337 -2,337 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 1.9 1.3 89.6 96.8 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 3 30 16 37 20 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,190 COMMITMENTS 450 980 150 3,590 3,060 4,190 4,190 0 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 23.4 3.6 85.7 73.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 3 3 14 12 19 18 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,337 COMMITMENTS 2,615 3,987 189 13,206 11,777 16,010 15,953 327 384 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 0) -32 0 0 184 0 152 0 -152 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 24.4 1.2 80.8 72.1 98.0 97.6 2.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 8 3 26 22 32 30 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,225 COMMITMENTS 81 1,159 36 2,758 2,344 2,875 3,539 1,350 686 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 61) 0 40 0 45 -6 45 34 16 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 27.4 0.9 65.3 55.5 68.0 83.8 32.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 2 15 12 18 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,609 COMMITMENTS 1,933 2,554 1,678 7,627 7,090 11,238 11,322 371 287 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 409) -148 -121 189 360 260 401 328 8 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 22.0 14.5 65.7 61.1 96.8 97.5 3.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 8 10 24 26 36 39 JAPAN C&F NAPHTHA CRK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665B FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,129 COMMITMENTS 514 253 432 1,154 1,444 2,100 2,129 29 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 135) 135 110 0 0 54 135 164 0 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 11.9 20.3 54.2 67.8 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 2 9 10 13 14 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,757 COMMITMENTS 611 260 90 806 1,167 1,507 1,517 250 240 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 90) 30 30 -10 70 60 90 80 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 14.8 5.1 45.9 66.4 85.8 86.3 14.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 4 4 17 20 25 27 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,365 COMMITMENTS 1,990 2,769 2,797 20,212 19,502 24,999 25,068 4,366 4,297 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,491) -153 -2,082 933 1,223 2,710 2,003 1,561 -512 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 9.4 9.5 68.8 66.4 85.1 85.4 14.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 4 4 16 17 22 22
Updated September 29, 2017