GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,126 COMMITMENTS 8,302 3,766 1,708 45,405 50,585 55,415 56,059 711 67 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 3,016) 185 379 -40 2,871 2,647 3,016 2,986 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 6.7 3.0 80.9 90.1 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 11 3 9 33 44 45 55 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,219 COMMITMENTS 66 0 0 4,153 4,219 4,219 4,219 0 0 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 62) 0 0 0 62 62 62 62 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 10 17 11 17 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,778 COMMITMENTS 445 408 1,640 10,098 10,279 12,183 12,327 595 451 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 1,242) 81 15 347 872 879 1,300 1,241 -58 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 3.2 12.8 79.0 80.4 95.3 96.5 4.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 5 11 36 36 47 48 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,589 COMMITMENTS 229 0 26 2,124 2,233 2,379 2,259 210 330 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.0 1.0 82.0 86.2 91.9 87.3 8.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 2 13 15 17 17 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,896 COMMITMENTS 728 369 1,432 12,112 12,651 14,272 14,452 624 444 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 1,124) -9 57 35 1,050 1,012 1,076 1,104 48 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 2.5 9.6 81.3 84.9 95.8 97.0 4.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 3 8 38 41 46 50 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,656 COMMITMENTS 151 2,059 233 9,093 6,802 9,477 9,094 179 562 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 560) 20 157 106 444 329 570 592 -10 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 21.3 2.4 94.2 70.4 98.1 94.2 1.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 8 7 27 24 35 34 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,652 COMMITMENTS 130 195 194 1,255 1,011 1,579 1,400 73 252 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 50) 30 0 4 16 16 50 20 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 11.8 11.7 76.0 61.2 95.6 84.7 4.4 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 5 10 14 17 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,633 COMMITMENTS 30 3,678 545 22,829 19,371 23,404 23,594 229 39 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 625) 10 279 22 633 374 665 675 -40 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 15.6 2.3 96.6 82.0 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 5 5 28 24 33 31 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,757 COMMITMENTS 1,041 2,039 373 4,722 4,187 6,136 6,599 621 158 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 342) 41 -103 122 113 338 276 357 66 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 30.2 5.5 69.9 62.0 90.8 97.7 9.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 6 10 19 20 32 31 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 7,119 COMMITMENTS 600 776 411 5,516 5,792 6,527 6,979 592 140 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 250) 20 0 40 175 259 235 299 15 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 10.9 5.8 77.5 81.4 91.7 98.0 8.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 4 6 19 20 27 26 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 429,112 COMMITMENTS 95,678 47,060 82,515 203,390 270,322 381,584 399,897 47,528 29,215 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -21,934) -2,555 -2,157 -4,435 -10,745 -16,837 -17,735 -23,429 -4,199 1,495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 11.0 19.2 47.4 63.0 88.9 93.2 11.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 60 28 61 86 93 176 160 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,764 COMMITMENTS 1,942 0 1,918 15,769 17,477 19,629 19,395 1,135 1,369 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 775) 0 0 297 679 749 976 1,046 -201 -271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 0.0 9.2 75.9 84.2 94.5 93.4 5.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 3 15 17 19 20 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,228 COMMITMENTS 0 375 50 39,768 44,342 39,818 44,767 10,410 5,461 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 1,542) -300 15 -40 1,650 1,385 1,310 1,360 232 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.1 79.2 88.3 79.3 89.1 20.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 20 23 21 24 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,190,835 COMMITMENTS 308,265 336,893 366,926 440,349 456,198 1115539 1160017 75,296 30,819 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 11,642) 12,952 15,454 -4,887 3,409 4,407 11,474 14,974 167 -3,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 28.3 30.8 37.0 38.3 93.7 97.4 6.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 144 82 161 70 62 288 242 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 640,430 COMMITMENTS 59,396 16,168 160,174 414,671 461,443 634,241 637,785 6,189 2,646 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -63,580) -4,034 -11,884 -31,552 -27,252 -19,800 -62,838 -63,236 -742 -344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 2.5 25.0 64.7 72.1 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 54 23 64 57 54 134 118 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 366,380 COMMITMENTS 137,353 136,370 37,099 182,013 181,375 356,465 354,844 9,915 11,536 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -23,097) -7,835 -6,462 -6,536 -6,432 -13,800 -20,803 -26,798 -2,294 3,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 37.2 10.1 49.7 49.5 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 18 17 25 33 35 65 64 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 119,996 COMMITMENTS 11,701 18,648 20,601 81,030 73,506 113,332 112,755 6,664 7,241 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -3,337) -4,122 -2,780 1,156 885 46 -2,081 -1,578 -1,256 -1,759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 15.5 17.2 67.5 61.3 94.4 94.0 5.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 12 13 22 25 25 48 49 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,305,939 COMMITMENTS 634,285 35,066 81,503 559,962 1173074 1275750 1289643 30,189 16,296 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -67,978) -47,343 -16,080 -3,956 -19,867 -44,709 -71,166 -64,745 3,188 -3,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.6 2.7 6.2 42.9 89.8 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 22 8 21 48 48 78 69 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 279,366 COMMITMENTS 13,418 55,063 18,026 243,129 196,103 274,573 269,192 4,793 10,174 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -19,569) -1,132 -530 -2,807 -17,674 -16,492 -21,613 -19,829 2,044 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 19.7 6.5 87.0 70.2 98.3 96.4 1.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 16 12 21 32 31 57 55 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 71,838 COMMITMENTS 23,978 31,402 9,489 37,322 29,550 70,788 70,440 1,050 1,398 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -3,359) -607 -2,256 -541 -2,036 -465 -3,184 -3,262 -175 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 43.7 13.2 52.0 41.1 98.5 98.1 1.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 14 14 16 18 19 42 39 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,778 COMMITMENTS 8,969 2,821 1,061 3,307 9,431 13,337 13,313 441 465 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -2,298) -957 -336 -95 -1,283 -1,822 -2,335 -2,253 37 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.1 20.5 7.7 24.0 68.4 96.8 96.6 3.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 6 6 8 12 19 21 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 634 COMMITMENTS 275 109 219 138 304 633 633 1 1 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 9) -5 -9 14 0 4 9 9 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 17.2 34.6 21.8 48.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 8 9 3 8 14 20 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 4,411 COMMITMENTS 127 1,060 58 3,986 3,195 4,171 4,313 240 98 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 194) 0 10 0 204 174 204 184 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 24.0 1.3 90.4 72.4 94.6 97.8 5.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 6 2 14 15 16 22 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 65,230 COMMITMENTS 8,097 3,016 13,211 43,703 48,720 65,011 64,947 219 283 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 2,800) 162 113 330 2,317 2,346 2,809 2,789 -9 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 4.6 20.3 67.0 74.7 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 17 18 19 59 72 86 100 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,433 COMMITMENTS 256 84 327 1,199 1,311 1,782 1,722 651 711 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 133) 23 -1 -5 -34 2 -16 -4 149 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 3.5 13.4 49.3 53.9 73.2 70.8 26.8 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 4 14 16 18 21 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,298 COMMITMENTS 1,364 229 352 2,271 3,446 3,987 4,027 311 271 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 404) 44 -50 10 354 349 408 309 -4 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 5.3 8.2 52.8 80.2 92.8 93.7 7.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 3 8 21 20 31 30 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 213,677 COMMITMENTS 10,496 3,066 16,909 186,271 193,702 213,677 213,677 0 0 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -40,334) -161 1,175 13 -40,186 -41,522 -40,334 -40,334 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 1.4 7.9 87.2 90.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 21 18 23 21 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,103 COMMITMENTS 1,984 1,235 97 35,767 36,032 37,848 37,364 255 739 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 2,523) 0 10 0 2,523 2,513 2,523 2,523 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 3.2 0.3 93.9 94.6 99.3 98.1 0.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 2 1 24 26 31 29 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 126,515 COMMITMENTS 7,097 2,402 1,652 117,123 122,143 125,872 126,197 643 318 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 2,949) -359 142 -251 4,135 3,066 3,525 2,957 -576 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 1.9 1.3 92.6 96.5 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 17 10 15 62 65 85 86 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 104,559 COMMITMENTS 14,592 5,192 0 89,700 98,679 104,292 103,871 267 688 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 2,970) -10 -540 0 2,984 3,649 2,974 3,109 -4 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 5.0 0.0 85.8 94.4 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 4 0 26 33 31 37 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,558 COMMITMENTS 1,354 830 730 36,214 36,529 38,298 38,089 260 469 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 1,740) -167 11 361 1,546 1,338 1,740 1,710 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 2.2 1.9 93.9 94.7 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 5 4 31 37 41 44 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,471 COMMITMENTS 2,721 85 212 13,446 14,961 16,379 15,258 92 1,213 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 429) 96 20 24 285 375 405 419 24 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 0.5 1.3 81.6 90.8 99.4 92.6 0.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 1 2 27 22 32 24 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,897 COMMITMENTS 251 649 202 15,851 15,635 16,304 16,486 593 411 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 351) 23 16 -87 375 247 311 176 40 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 3.8 1.2 93.8 92.5 96.5 97.6 3.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 3 27 23 32 29 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE Code-06665W OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,160 COMMITMENTS 117 151 153 2,850 2,749 3,120 3,053 40 107 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 4.8 4.8 90.2 87.0 98.7 96.6 1.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 13 14 17 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,888,128 COMMITMENTS 667,129 123,299 1111348 988,948 1549219 2767425 2783865 120,703 104,263 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 48,872) 14,655 -2,342 2,968 26,458 44,780 44,080 45,406 4,792 3,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 4.3 38.5 34.2 53.6 95.8 96.4 4.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470) 200 115 245 111 127 423 398 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 252,405 COMMITMENTS 110,815 41,597 51,094 87,905 158,984 249,814 251,676 2,591 729 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 2,812) 4,109 2,851 -2,243 2 2,378 1,868 2,987 943 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.9 16.5 20.2 34.8 63.0 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 5 6 19 20 26 27 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,399 COMMITMENTS 55,664 19,734 2,720 47,930 58,336 106,314 80,790 19,085 44,609 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 2,847) 1,018 262 210 544 1,143 1,772 1,615 1,075 1,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 15.7 2.2 38.2 46.5 84.8 64.4 15.2 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 3 5 14 16 20 23 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,289 COMMITMENTS 25,306 32 8,014 40,482 57,250 73,802 65,296 6,487 14,993 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -1,364) 607 5 -462 -1,382 -737 -1,237 -1,194 -127 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 0.0 10.0 50.4 71.3 91.9 81.3 8.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 1 7 19 19 26 26 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 146,670 COMMITMENTS 28,335 58,375 48,014 57,749 31,180 134,098 137,569 12,572 9,101 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -1,080) 1,947 1,143 -3,850 47 412 -1,855 -2,295 775 1,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 39.8 32.7 39.4 21.3 91.4 93.8 8.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 17 15 27 19 22 50 52 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,222 COMMITMENTS 5,647 23,784 5,460 44,060 25,793 55,167 55,038 55 184 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 4,778) -1 1,213 673 4,356 3,257 5,028 5,143 -250 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 43.1 9.9 79.8 46.7 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 4 6 19 15 29 22 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,664 COMMITMENTS 75,067 5,079 25,245 11,198 80,232 111,509 110,555 155 1,109 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -4,812) -971 337 -2,377 -1,446 -2,764 -4,794 -4,804 -18 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.2 4.5 22.6 10.0 71.9 99.9 99.0 0.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 5 6 12 18 19 26 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,040 COMMITMENTS 165 0 0 10,830 10,835 10,995 10,835 45 205 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 960) 0 0 0 915 975 915 975 45 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.0 98.1 98.1 99.6 98.1 0.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 18 18 19 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,797 COMMITMENTS 19,464 3,703 2,096 6,267 23,016 27,828 28,815 1,970 982 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -2,171) -2,797 -1,166 420 516 -1,169 -1,860 -1,915 -311 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.3 12.4 7.0 21.0 77.2 93.4 96.7 6.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 68 39 25 28 40 113 91 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 67,263 COMMITMENTS 46,342 7,391 3,506 10,779 53,917 60,627 64,814 6,636 2,449 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 1,763) 1,335 -907 431 435 2,745 2,201 2,269 -438 -506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.9 11.0 5.2 16.0 80.2 90.1 96.4 9.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 129 33 23 32 39 172 86 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 429,971 COMMITMENTS 127,828 46,065 81,692 192,364 286,310 401,885 414,067 28,086 15,904 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -17,175) -4,563 -375 -4,153 -9,243 -12,027 -17,959 -16,555 784 -619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 10.7 19.0 44.7 66.6 93.5 96.3 6.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 95 47 78 84 109 213 207 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,413 COMMITMENTS 3,256 2,633 1,009 7,860 8,760 12,125 12,402 2,288 2,011 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 769) 937 500 -8 83 153 1,012 645 -243 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 18.3 7.0 54.5 60.8 84.1 86.0 15.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 7 5 13 13 22 21 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 21,865 COMMITMENTS 4,931 975 4,287 11,782 15,588 21,000 20,850 865 1,015 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 1,643) 150 100 418 1,025 910 1,593 1,428 50 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 4.5 19.6 53.9 71.3 96.0 95.4 4.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 5 16 17 21 22 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,266 COMMITMENTS 750 264 96 18,280 19,036 19,126 19,396 1,140 870 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 930) 50 0 0 1,130 805 1,180 805 -250 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 1.3 0.5 90.2 93.9 94.4 95.7 5.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 18 19 20 20 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,543 COMMITMENTS 1,563 250 2,391 3,741 4,349 7,695 6,990 1,848 2,553 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 2.6 25.1 39.2 45.6 80.6 73.2 19.4 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 7 10 12 17 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 12,422 COMMITMENTS 5,136 11,300 389 6,762 601 12,287 12,290 135 132 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -1,303) 13 -973 -302 -982 3 -1,271 -1,272 -32 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 91.0 3.1 54.4 4.8 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 5 3 9 3 17 10 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,504 COMMITMENTS 7,520 7,011 4,632 4,854 5,613 17,006 17,256 498 248 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 544) -79 -279 322 354 551 597 594 -53 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.0 40.1 26.5 27.7 32.1 97.2 98.6 2.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 22 18 22 14 11 44 43 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,397 COMMITMENTS 2,533 697 563 30,049 32,137 33,145 33,397 252 0 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 741) 200 105 155 386 481 741 741 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 2.1 1.7 90.0 96.2 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 2 23 18 28 21 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,890 COMMITMENTS 300 1,750 1,245 5,225 3,895 6,770 6,890 120 0 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 1,100) 225 225 225 650 650 1,100 1,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 25.4 18.1 75.8 56.5 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 7 12 13 20 21 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,726 COMMITMENTS 1,177 757 442 5,107 5,347 6,726 6,546 0 180 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -215) 50 0 0 -265 -215 -215 -215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 11.3 6.6 75.9 79.5 100.0 97.3 0.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 6 8 9 15 16 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,275 COMMITMENTS 2,805 2,957 513 14,083 14,312 17,401 17,782 874 493 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 414) -39 18 145 308 239 414 402 0 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 16.2 2.8 77.1 78.3 95.2 97.3 4.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 5 5 26 26 34 35 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 5,011 COMMITMENTS 180 1,633 108 3,184 2,410 3,472 4,151 1,539 860 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 226) 30 166 33 139 25 202 224 24 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 32.6 2.2 63.5 48.1 69.3 82.8 30.7 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 6 4 15 15 20 22 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,581 COMMITMENTS 177 656 342 3,942 3,563 4,461 4,561 120 20 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 50) -50 50 0 100 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 14.3 7.5 86.1 77.8 97.4 99.6 2.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 5 6 10 12 16 20 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,342 COMMITMENTS 636 2,361 1,376 8,159 6,403 10,171 10,140 171 202 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 730) -192 168 380 586 225 774 773 -44 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 22.8 13.3 78.9 61.9 98.3 98.0 1.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 12 10 27 26 39 40 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,903 COMMITMENTS 398 475 360 960 860 1,718 1,695 185 208 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 151) 30 0 11 90 120 131 131 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 25.0 18.9 50.4 45.2 90.3 89.1 9.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 8 7 15 12 25 22 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,537 COMMITMENTS 1,755 9,403 5,220 18,880 11,013 25,855 25,636 4,682 4,901 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 2,497) -183 197 744 1,577 1,177 2,138 2,118 359 379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 30.8 17.1 61.8 36.1 84.7 84.0 15.3 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 5 5 14 11 21 18
Updated February 3, 2017