GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,187 COMMITMENTS 7,270 4,274 1,802 44,572 48,032 53,644 54,108 543 79 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 454) 113 766 -116 457 -196 454 454 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 7.9 3.3 82.3 88.6 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 11 5 10 38 45 51 58 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,631 COMMITMENTS 0 0 0 5,631 5,631 5,631 5,631 0 0 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 155) 0 0 0 155 155 155 155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 20 15 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,212 COMMITMENTS 332 332 1,519 9,675 9,949 11,526 11,800 686 412 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 415) -59 0 240 172 241 353 481 62 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 2.7 12.4 79.2 81.5 94.4 96.6 5.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 3 11 34 35 45 47 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,333 COMMITMENTS 82 25 140 1,816 1,932 2,038 2,097 295 236 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 20) -45 0 0 -12 31 -57 31 77 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 1.1 6.0 77.8 82.8 87.4 89.9 12.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 2 16 19 20 21 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,276 COMMITMENTS 1,716 445 877 11,140 12,425 13,733 13,747 543 529 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 279) 11 -10 2 236 258 249 250 30 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 3.1 6.1 78.0 87.0 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 4 9 32 39 41 49 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,800 COMMITMENTS 124 1,438 194 9,270 7,713 9,588 9,345 212 455 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 805) 0 101 -5 1,012 739 1,007 835 -202 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 14.7 2.0 94.6 78.7 97.8 95.4 2.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 6 4 25 26 30 33 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,857 COMMITMENTS 210 149 275 1,179 943 1,664 1,367 193 490 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 165) -30 0 150 -65 -125 55 25 110 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 8.0 14.8 63.5 50.8 89.6 73.6 10.4 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 6 9 14 16 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,538 COMMITMENTS 235 3,213 810 23,432 20,476 24,477 24,499 61 39 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -186) 0 -47 0 -176 -139 -176 -186 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 13.1 3.3 95.5 83.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 4 5 26 21 32 27 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,677 COMMITMENTS 1,326 2,023 283 4,536 4,153 6,145 6,459 532 218 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 83) 25 -51 15 79 129 119 93 -36 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 30.3 4.2 67.9 62.2 92.0 96.7 8.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 11 5 8 24 27 38 37 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 6,915 COMMITMENTS 432 921 266 5,369 5,522 6,067 6,709 848 206 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 86) 75 -30 32 10 43 117 45 -31 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 13.3 3.8 77.6 79.9 87.7 97.0 12.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 6 20 20 27 26 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 454,764 COMMITMENTS 101,470 46,163 80,212 221,214 301,563 402,896 427,937 51,869 26,827 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -10,602) 6,216 152 -5,868 -10,867 -2,784 -10,519 -8,500 -83 -2,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 10.2 17.6 48.6 66.3 88.6 94.1 11.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 60 33 64 87 93 181 163 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 22,499 COMMITMENTS 832 490 2,845 17,224 17,310 20,901 20,645 1,598 1,854 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 2.2 12.6 76.6 76.9 92.9 91.8 7.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 3 14 14 18 17 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,964 COMMITMENTS 0 1,000 0 45,706 47,326 45,706 48,326 8,258 5,638 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 4,983) 0 0 0 4,333 4,873 4,333 4,873 650 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.0 84.7 87.7 84.7 89.6 15.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 23 27 23 29 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,255,674 COMMITMENTS 330,348 332,636 412,982 436,952 477,331 1180283 1222949 75,391 32,725 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 4,940) 8,691 10,727 -3,219 -2,508 -5,162 2,964 2,347 1,976 2,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 26.5 32.9 34.8 38.0 94.0 97.4 6.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 156 74 161 73 59 304 234 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 614,193 COMMITMENTS 42,839 18,727 171,186 394,148 421,524 608,173 611,437 6,020 2,756 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -75,210) 1,073 -10,200 -25,499 -50,280 -39,179 -74,705 -74,877 -505 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 3.0 27.9 64.2 68.6 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 45 23 57 57 54 124 112 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 359,688 COMMITMENTS 129,160 128,239 37,720 182,094 185,130 348,975 351,089 10,714 8,599 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -7,559) -13,659 -13,391 4,353 2,488 544 -6,819 -8,495 -740 936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 35.7 10.5 50.6 51.5 97.0 97.6 3.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 16 19 23 31 34 63 61 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 107,394 COMMITMENTS 8,568 14,525 17,859 73,979 68,773 100,406 101,157 6,988 6,237 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -30,254) -11,700 -7,293 -4,109 -14,626 -20,325 -30,435 -31,727 181 1,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 13.5 16.6 68.9 64.0 93.5 94.2 6.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 12 15 21 24 24 47 49 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 22,079 COMMITMENTS 9,039 6,425 11,988 1,052 3,622 22,079 22,036 0 43 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -1,566) 335 -515 -1,753 -148 736 -1,566 -1,532 0 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 29.1 54.3 4.8 16.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 8 11 3 5 16 19 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,361,778 COMMITMENTS 658,251 55,354 86,915 587,927 1201355 1333093 1343624 28,685 18,154 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -69,524) -6,030 7,007 -16,929 -44,415 -58,903 -67,374 -68,825 -2,150 -699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.3 4.1 6.4 43.2 88.2 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 21 8 21 48 47 77 68 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,230 COMMITMENTS 15,624 46,482 16,070 244,710 214,372 276,404 276,924 7,826 7,306 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -25,568) -4,809 4,881 -5,309 -21,185 -28,090 -31,303 -28,518 5,735 2,950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 16.4 5.7 86.1 75.4 97.2 97.4 2.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 13 14 20 33 31 57 54 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 77,706 COMMITMENTS 24,188 35,017 10,003 42,719 31,568 76,910 76,588 796 1,118 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 967) 642 4,212 -88 322 -3,443 876 681 91 286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 45.1 12.9 55.0 40.6 99.0 98.6 1.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 14 16 17 24 21 48 44 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 18,832 COMMITMENTS 11,056 4,093 1,130 6,163 13,359 18,349 18,582 483 250 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 399) 35 815 -65 414 -351 384 399 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.7 21.7 6.0 32.7 70.9 97.4 98.7 2.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 7 8 14 15 29 25 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 3,836 COMMITMENTS 0 522 20 3,660 3,094 3,680 3,636 156 200 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -596) 0 -238 -30 -526 -270 -556 -538 -40 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.6 0.5 95.4 80.7 95.9 94.8 4.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 1 13 16 14 20 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 53,283 COMMITMENTS 8,031 2,969 12,829 32,077 37,289 52,937 53,087 346 196 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -9,839) -1,032 -1,076 -1,018 -7,903 -7,722 -9,953 -9,816 114 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 5.6 24.1 60.2 70.0 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 23 12 19 56 65 85 91 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,518 COMMITMENTS 877 226 243 1,055 1,828 2,175 2,297 343 221 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -2,158) -677 -971 -90 -1,289 -1,179 -2,056 -2,240 -102 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 9.0 9.7 41.9 72.6 86.4 91.2 13.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 4 6 10 14 19 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 231,900 COMMITMENTS 15,811 938 11,767 204,321 219,195 231,900 231,900 0 0 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -11,270) -5,579 938 4,126 -9,817 -16,334 -11,270 -11,270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.4 5.1 88.1 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 19 19 21 22 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,047 COMMITMENTS 1,748 936 97 30,007 29,913 31,852 30,946 195 1,101 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -5,826) -1,028 -163 -47 -4,754 -5,901 -5,829 -6,111 3 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 2.9 0.3 93.6 93.3 99.4 96.6 0.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 1 1 20 18 27 20 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 136,943 COMMITMENTS 8,223 2,586 3,961 124,066 130,156 136,250 136,703 693 240 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -1,180) -1,165 -112 -723 709 -384 -1,179 -1,219 -1 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 1.9 2.9 90.6 95.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 18 13 15 61 62 88 83 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 97,341 COMMITMENTS 14,607 5,952 0 82,482 90,666 97,089 96,618 252 723 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -7,204) -551 -806 -1 -6,733 -5,926 -7,285 -6,733 81 -471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 6.1 0.0 84.7 93.1 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 4 0 28 32 33 36 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,593 COMMITMENTS 1,324 739 692 31,306 31,779 33,322 33,210 271 383 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -4,477) -323 -446 -202 -3,935 -3,755 -4,460 -4,403 -17 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 2.2 2.1 93.2 94.6 99.2 98.9 0.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 3 4 30 34 39 40 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,233 COMMITMENTS 2,315 45 115 11,745 13,059 14,175 13,219 58 1,014 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -3,026) -647 -58 -13 -2,360 -3,164 -3,020 -3,235 -6 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 0.3 0.8 82.5 91.8 99.6 92.9 0.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 1 2 23 20 28 22 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,823 COMMITMENTS 353 352 178 14,739 14,743 15,270 15,273 553 550 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -2,238) -119 -129 -102 -2,029 -2,001 -2,250 -2,232 12 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 2.2 1.1 93.1 93.2 96.5 96.5 3.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 2 27 23 32 27 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,831,064 COMMITMENTS 614,534 115,499 1143619 950,156 1477246 2708309 2736364 122,756 94,700 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 70,976) 133 3,744 28,856 30,790 41,515 59,779 74,115 11,197 -3,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 4.1 40.4 33.6 52.2 95.7 96.7 4.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 477) 204 109 244 110 131 423 402 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 241,976 COMMITMENTS 87,132 22,653 63,717 89,948 154,336 240,796 240,706 1,180 1,271 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 15,920) 10,225 2,231 1,696 3,963 11,908 15,884 15,835 35 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 9.4 26.3 37.2 63.8 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 6 7 17 18 26 25 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 115,318 COMMITMENTS 52,415 18,742 1,190 45,173 53,848 98,778 73,780 16,540 41,538 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -8,113) -2,745 -2,005 -768 -4,176 3,861 -7,689 1,088 -424 -9,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.5 16.3 1.0 39.2 46.7 85.7 64.0 14.3 36.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 4 5 14 16 20 24 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,231 COMMITMENTS 25,554 56 8,719 40,144 58,014 74,417 66,789 7,814 15,442 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -9,355) -3,290 13 -1,786 -7,400 -8,102 -12,477 -9,875 3,121 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 0.1 10.6 48.8 70.6 90.5 81.2 9.5 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 1 7 18 19 26 26 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 141,261 COMMITMENTS 20,884 53,882 52,010 53,614 27,305 126,509 133,197 14,752 8,064 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -5,549) -269 1,190 -6,834 683 -381 -6,420 -6,025 872 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 38.1 36.8 38.0 19.3 89.6 94.3 10.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 15 16 27 18 19 49 49 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,528 COMMITMENTS 3,057 15,514 3,008 27,444 14,886 33,510 33,407 18 120 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -395) 548 -390 -496 653 694 704 -192 -1,100 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 46.3 9.0 81.9 44.4 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 5 5 16 13 25 19 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 141,828 COMMITMENTS 84,674 8,061 33,926 22,851 98,593 141,451 140,580 376 1,248 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 8,379) 4,985 1,380 1,858 1,558 5,187 8,402 8,426 -23 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.7 5.7 23.9 16.1 69.5 99.7 99.1 0.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 5 6 10 15 17 22 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,990 COMMITMENTS 210 0 0 9,780 9,760 9,990 9,760 0 230 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -15) 0 0 0 -15 -15 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 0.0 97.9 97.7 100.0 97.7 0.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 18 13 19 13 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,375 COMMITMENTS 18,031 3,553 473 4,961 20,463 23,465 24,490 1,910 886 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -16) -191 -209 87 -107 157 -210 35 194 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.1 14.0 1.9 19.6 80.6 92.5 96.5 7.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 72 32 12 24 34 100 75 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,997 COMMITMENTS 42,798 18,311 3,872 13,281 41,846 59,951 64,029 7,046 2,969 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 734) 1,180 1,103 -240 -2 689 937 1,552 -203 -817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.9 27.3 5.8 19.8 62.5 89.5 95.6 10.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 133 49 32 34 36 179 107 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 411,238 COMMITMENTS 142,102 65,488 58,920 182,351 272,968 383,373 397,377 27,864 13,861 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 5,435) 13,376 2,501 -1,155 -6,464 4,861 5,758 6,207 -323 -772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 15.9 14.3 44.3 66.4 93.2 96.6 6.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 100 54 75 85 101 224 200 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,687 COMMITMENTS 2,369 1,352 426 3,741 5,173 6,536 6,951 2,151 1,736 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -4,253) -405 213 -367 -3,592 -3,633 -4,364 -3,787 111 -466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 15.6 4.9 43.1 59.5 75.2 80.0 24.8 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 4 3 10 8 15 13 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 19,214 COMMITMENTS 8,572 7,841 5,208 5,080 5,828 18,860 18,877 354 337 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 340) -104 79 14 471 381 381 474 -41 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.6 40.8 27.1 26.4 30.3 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 24 18 27 14 15 49 51 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,488 COMMITMENTS 2,708 814 431 33,067 35,223 36,206 36,468 282 20 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 535) 60 0 0 475 535 535 535 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 2.2 1.2 90.6 96.5 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 2 22 21 27 24 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,185 COMMITMENTS 100 1,500 1,070 4,895 3,515 6,065 6,085 120 100 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 535) 0 -120 235 300 320 535 435 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 24.3 17.3 79.1 56.8 98.1 98.4 1.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 6 7 12 8 21 16 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,577 COMMITMENTS 1,334 909 392 5,847 6,261 7,573 7,562 4 15 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -215) -55 45 15 -175 -275 -215 -215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 12.0 5.2 77.2 82.6 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 4 6 13 13 21 21 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,420 COMMITMENTS 2,799 2,894 287 12,036 12,768 15,122 15,949 1,298 471 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -2,126) 164 -434 -661 -1,611 -1,211 -2,108 -2,306 -18 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 17.6 1.7 73.3 77.8 92.1 97.1 7.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 4 3 24 23 32 29 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 5,169 COMMITMENTS 250 1,792 216 3,821 2,715 4,287 4,723 882 446 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -26) 0 -74 24 -40 72 -16 22 -10 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 34.7 4.2 73.9 52.5 82.9 91.4 17.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 6 6 23 22 29 30 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,346 COMMITMENTS 177 1,055 320 3,704 2,951 4,201 4,326 145 20 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 25) 0 -20 0 25 45 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 24.3 7.4 85.2 67.9 96.7 99.5 3.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 5 6 11 9 17 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,505 COMMITMENTS 262 1,938 803 7,034 5,622 8,099 8,363 406 142 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -2,488) -629 -921 -139 -1,805 -1,447 -2,573 -2,507 85 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 22.8 9.4 82.7 66.1 95.2 98.3 4.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 9 5 21 21 29 30 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,132 COMMITMENTS 1,011 616 333 663 1,107 2,007 2,056 125 76 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 110) -60 60 50 70 0 60 110 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.4 28.9 15.6 31.1 51.9 94.1 96.4 5.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 8 8 13 20 27 31 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,697 COMMITMENTS 1,825 8,986 2,719 13,393 7,586 17,937 19,291 3,760 2,406 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -5,481) -529 278 -1,956 -2,683 -3,106 -5,168 -4,784 -313 -697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 41.4 12.5 61.7 35.0 82.7 88.9 17.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 6 5 14 13 20 20
Updated January 6, 2017