GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,613 COMMITMENTS 4,697 323 3,527 28,359 32,704 36,583 36,554 30 59 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -5,825) -2,170 -522 1,165 -4,787 -6,459 -5,792 -5,816 -33 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.9 9.6 77.5 89.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 8 5 9 32 39 43 51 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,752 COMMITMENTS 513 192 554 8,102 8,612 9,169 9,358 583 394 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -450) -137 -13 -81 -184 -294 -402 -388 -48 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 2.0 5.7 83.1 88.3 94.0 96.0 6.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 3 8 30 32 39 42 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,552 COMMITMENTS 863 243 587 6,719 7,538 8,169 8,368 383 184 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,865) -134 -12 3 -1,858 -1,745 -1,989 -1,754 124 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.8 6.9 78.6 88.1 95.5 97.8 4.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 6 10 28 38 39 49 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,968 COMMITMENTS 70 1,870 121 3,047 1,181 3,238 3,172 730 796 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -939) -40 -54 -72 -924 -1,102 -1,036 -1,228 97 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 47.1 3.0 76.8 29.8 81.6 79.9 18.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 6 3 14 12 18 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,126 COMMITMENTS 5 5,507 629 17,230 11,965 17,864 18,101 262 25 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,168) -15 466 -10 -1,383 -1,634 -1,408 -1,178 240 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.4 3.5 95.1 66.0 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 4 21 20 25 25 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,619 COMMITMENTS 939 2,573 59 4,041 2,493 5,039 5,125 580 494 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,337) -76 -331 -52 -1,165 -1,041 -1,293 -1,424 -44 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 45.8 1.1 71.9 44.4 89.7 91.2 10.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 6 4 18 16 29 23 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 6,376 COMMITMENTS 730 695 78 4,964 5,136 5,772 5,909 604 467 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -399) -25 -103 -65 -332 -297 -422 -465 23 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 10.9 1.2 77.9 80.6 90.5 92.7 9.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 6 4 19 15 25 21 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 421,613 COMMITMENTS 120,780 65,247 95,384 155,033 230,711 371,197 391,342 50,416 30,271 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -12,052) -9,615 -2,465 737 582 -9,914 -8,296 -11,642 -3,756 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 15.5 22.6 36.8 54.7 88.0 92.8 12.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 75 35 80 80 91 191 182 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,363 COMMITMENTS 0 117 670 31,185 32,964 31,855 33,751 8,508 6,612 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -8,711) 0 -550 -150 -9,765 -8,680 -9,915 -9,380 1,204 669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.7 77.3 81.7 78.9 83.6 21.1 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 14 14 15 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,516,674 COMMITMENTS 394,708 516,678 493,655 555,126 460,395 1443489 1470728 73,185 45,946 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 93,412) 6,947 30,515 31,575 45,663 27,045 84,185 89,135 9,227 4,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 34.1 32.5 36.6 30.4 95.2 97.0 4.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 131 113 143 76 66 286 256 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 402,818 COMMITMENTS 220,985 167,180 40,063 126,857 180,214 387,905 387,457 14,913 15,361 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -24,822) -10,928 -9,557 -6,015 -9,467 -11,478 -26,410 -27,050 1,588 2,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.9 41.5 9.9 31.5 44.7 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 17 15 28 36 35 69 64 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 109,146 COMMITMENTS 23,465 39,578 15,851 60,089 47,663 99,405 103,092 9,741 6,054 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 2,759) 2,480 13 1,375 -54 1,352 3,801 2,740 -1,042 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 36.3 14.5 55.1 43.7 91.1 94.5 8.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 11 19 25 21 22 48 50 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,224,225 COMMITMENTS 623,236 32,664 63,377 499,080 1114316 1185693 1210357 38,532 13,868 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -13,104) -2,752 18,784 -5,910 -14,773 -28,001 -23,435 -15,127 10,331 2,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 2.7 5.2 40.8 91.0 96.9 98.9 3.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 15 6 15 44 42 64 59 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,696 COMMITMENTS 9,467 38,523 25,560 158,055 123,906 193,082 187,989 5,614 10,707 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 3,233) 951 374 -230 3,012 2,825 3,733 2,969 -500 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 19.4 12.9 79.5 62.4 97.2 94.6 2.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 16 19 29 27 49 48 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 48,584 COMMITMENTS 20,727 7,891 5,454 21,021 34,326 47,202 47,671 1,382 913 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 4,359) 1,897 -163 -1,203 3,494 5,310 4,188 3,944 171 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 16.2 11.2 43.3 70.7 97.2 98.1 2.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 14 14 18 16 15 42 35 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,121 COMMITMENTS 3,557 411 524 601 3,823 4,682 4,758 439 363 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 310) 250 35 125 -55 165 320 325 -10 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.5 8.0 10.2 11.7 74.7 91.4 92.9 8.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 12 2 6 5 8 18 15 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 5,878 COMMITMENTS 530 80 170 5,015 5,415 5,715 5,665 163 213 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -310) 170 -15 10 -480 -282 -300 -287 -10 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 1.4 2.9 85.3 92.1 97.2 96.4 2.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 3 15 17 20 20 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 49,653 COMMITMENTS 8,597 3,374 5,696 34,917 40,276 49,210 49,346 443 307 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -2,987) 849 163 231 -4,062 -3,399 -2,982 -3,005 -5 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 6.8 11.5 70.3 81.1 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 17 17 13 49 57 75 78 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,123 COMMITMENTS 538 111 175 830 1,339 1,543 1,625 580 498 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -297) 47 26 -108 -257 -133 -318 -215 21 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 5.2 8.2 39.1 63.1 72.7 76.5 27.3 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 5 13 13 18 20 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,661 COMMITMENTS 399 147 366 1,593 1,767 2,358 2,280 303 381 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -869) -256 -468 66 -768 -548 -958 -950 89 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 5.5 13.8 59.9 66.4 88.6 85.7 11.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 4 3 14 15 21 19 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 107,834 COMMITMENTS 18,900 660 1,592 87,342 105,582 107,834 107,834 0 0 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -6,830) -1,400 660 -240 -5,170 -7,250 -6,810 -6,830 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 0.6 1.5 81.0 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 14 17 16 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,627 COMMITMENTS 710 189 195 1,054 1,697 1,959 2,081 668 546 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -569) -45 45 -80 -469 -559 -594 -594 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 7.2 7.4 40.1 64.6 74.6 79.2 25.4 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 1 5 17 16 23 22 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,168 COMMITMENTS 883 3,117 0 22,063 19,841 22,946 22,958 222 210 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -3,774) -194 -158 -118 -3,468 -3,453 -3,780 -3,729 6 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 13.5 0.0 95.2 85.6 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 5 0 20 28 26 33 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 101,095 COMMITMENTS 12,380 3,106 4,414 83,555 93,167 100,349 100,687 746 408 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -9,696) 403 -295 -1,152 -8,724 -8,231 -9,473 -9,678 -223 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 3.1 4.4 82.6 92.2 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 25 13 20 67 64 100 90 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 57,561 COMMITMENTS 9,639 1,288 1,675 45,962 54,076 57,276 57,039 285 522 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -6,556) -694 -70 -185 -5,662 -6,187 -6,541 -6,442 -15 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 2.2 2.9 79.8 93.9 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 9 5 25 35 34 46 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,938 COMMITMENTS 2,956 1,608 830 34,871 36,147 38,657 38,585 281 353 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -5,006) -300 -633 -130 -4,558 -4,162 -4,988 -4,925 -18 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 4.1 2.1 89.6 92.8 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 14 7 13 39 44 58 59 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,471 COMMITMENTS 1,060 625 284 10,886 11,255 12,230 12,164 241 307 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -852) 187 4 -30 -878 -861 -721 -887 -131 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 5.0 2.3 87.3 90.2 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 5 22 27 29 33 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,710 COMMITMENTS 1,406 3,066 816 12,791 11,545 15,013 15,427 697 283 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,464) 213 442 -363 -1,223 -1,498 -1,373 -1,419 -91 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 19.5 5.2 81.4 73.5 95.6 98.2 4.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 9 7 29 24 40 35 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,554,224 COMMITMENTS 759,978 148,850 904,376 787,163 1410423 2451517 2463649 102,707 90,575 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 65,212) -3,808 -5,103 21,931 48,859 50,323 66,982 67,151 -1,770 -1,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 5.8 35.4 30.8 55.2 96.0 96.5 4.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435) 188 95 205 103 110 379 353 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,423 COMMITMENTS 57,342 24,429 1,975 58,557 53,316 117,874 79,720 20,549 58,703 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -10,296) -1,519 -7,125 -2,182 -8,666 -11,073 -12,367 -20,380 2,071 10,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 17.6 1.4 42.3 38.5 85.2 57.6 14.8 42.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 5 4 16 17 23 22 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,840 COMMITMENTS 51,815 75,412 28,999 43,571 23,287 124,385 127,698 11,455 8,142 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -17,012) -4,252 -716 -9,065 -3,598 -7,340 -16,915 -17,121 -97 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 55.5 21.3 32.1 17.1 91.6 94.0 8.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 21 19 29 18 16 55 50 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 24,691 COMMITMENTS 2,277 600 45 21,751 24,046 24,073 24,691 618 0 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 815) 0 600 0 1,280 350 1,280 950 -465 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.4 0.2 88.1 97.4 97.5 100.0 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 1 22 20 27 22 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 33,706 COMMITMENTS 28,082 4,500 483 3,331 27,344 31,896 32,327 1,810 1,379 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,971) -1,057 -108 -237 -529 -1,388 -1,823 -1,733 -148 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.3 13.4 1.4 9.9 81.1 94.6 95.9 5.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 84 40 7 17 40 102 86 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 78,993 COMMITMENTS 52,409 25,381 3,783 13,423 46,309 69,615 75,473 9,378 3,520 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 558) -1,054 3,964 -566 1,118 -3,800 -502 -402 1,060 960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 32.1 4.8 17.0 58.6 88.1 95.5 11.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 160 62 21 35 37 206 110 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 411,955 COMMITMENTS 165,117 88,309 73,190 146,386 231,972 384,693 393,471 27,262 18,484 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -7,564) -9,837 -3,483 -2,409 2,464 -2,602 -9,782 -8,494 2,218 930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 21.4 17.8 35.5 56.3 93.4 95.5 6.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 101 47 87 86 104 226 207 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 11,985 COMMITMENTS 6,136 7,615 1,330 4,162 2,959 11,628 11,904 357 81 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -2,946) -2,517 -2,458 382 -995 -864 -3,130 -2,940 184 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 63.5 11.1 34.7 24.7 97.0 99.3 3.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 3 3 7 4 17 9 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 11,566 COMMITMENTS 4,640 4,197 3,230 3,252 3,403 11,122 10,830 444 736 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,318) -592 -251 -187 -372 -875 -1,151 -1,313 -167 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 36.3 27.9 28.1 29.4 96.2 93.6 3.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 10 12 8 11 26 28 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,986 COMMITMENTS 3,581 590 127 16,190 19,269 19,898 19,986 88 0 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -6,556) -934 -436 -81 -5,513 -6,024 -6,528 -6,541 -28 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 3.0 0.6 81.0 96.4 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 2 22 14 27 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 845 COMMITMENTS 100 245 25 695 575 820 845 25 0 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 29.0 3.0 82.2 68.0 97.0 100.0 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 1 7 7 11 10 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,970 COMMITMENTS 816 2,073 399 11,537 10,020 12,752 12,492 218 478 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,294) -902 -229 70 -414 -1,108 -1,246 -1,267 -48 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 16.0 3.1 89.0 77.3 98.3 96.3 1.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 5 3 20 24 26 32 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,798 COMMITMENTS 1,254 3,444 1,466 7,578 5,709 10,298 10,619 500 179 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,485) -771 -680 -147 -692 -624 -1,610 -1,451 125 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 31.9 13.6 70.2 52.9 95.4 98.3 4.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 12 11 19 21 32 37 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,181 COMMITMENTS 331 275 100 425 566 856 941 325 240 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -565) -225 -330 40 -410 -295 -595 -585 30 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 23.3 8.5 36.0 47.9 72.5 79.7 27.5 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 2 3 8 8 15 13 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,233 COMMITMENTS 7,113 467 1,819 11,567 18,634 20,499 20,920 3,734 3,313 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -3,373) -1,867 -368 397 -3,405 -2,872 -4,875 -2,843 1,502 -530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 1.9 7.5 47.7 76.9 84.6 86.3 15.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 3 5 14 16 20 23
Updated December 8, 2017