GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,453 COMMITMENTS 7,135 2,385 1,399 38,280 43,532 46,814 47,316 639 137 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -8,673) -1,167 -1,381 -309 -7,125 -7,053 -8,601 -8,743 -72 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 5.0 2.9 80.7 91.7 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 11 5 8 33 45 44 58 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,856 COMMITMENTS 66 0 0 2,790 2,856 2,856 2,856 0 0 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,363) 0 0 0 -1,363 -1,363 -1,363 -1,363 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.0 97.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 9 13 10 13 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,204 COMMITMENTS 767 206 1,285 8,415 9,317 10,467 10,808 737 396 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,574) 322 -202 -355 -1,683 -962 -1,716 -1,519 142 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 1.8 11.5 75.1 83.2 93.4 96.5 6.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 3 11 32 33 43 44 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,263 COMMITMENTS 749 390 1,169 10,667 11,317 12,585 12,876 678 387 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,633) 21 21 -263 -1,445 -1,334 -1,687 -1,576 54 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 2.9 8.8 80.4 85.3 94.9 97.1 5.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 2 7 34 38 41 46 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,925 COMMITMENTS 27 1,573 176 7,443 5,556 7,646 7,305 279 620 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,731) -124 -486 -57 -1,650 -1,246 -1,831 -1,789 100 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 19.8 2.2 93.9 70.1 96.5 92.2 3.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 6 5 24 23 29 31 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,336 COMMITMENTS 120 166 134 1,001 789 1,255 1,089 81 247 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -316) -10 -29 -60 -254 -222 -324 -311 8 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 12.4 10.0 74.9 59.1 93.9 81.5 6.1 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 3 8 10 13 14 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,292 COMMITMENTS 35 2,936 365 20,656 17,977 21,056 21,278 236 14 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,341) 5 -742 -180 -2,173 -1,394 -2,348 -2,316 7 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 13.8 1.7 97.0 84.4 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 5 4 26 21 31 27 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,559 COMMITMENTS 996 1,683 218 3,781 3,375 4,995 5,276 564 283 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,198) -45 -356 -155 -941 -812 -1,141 -1,323 -57 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 30.3 3.9 68.0 60.7 89.9 94.9 10.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 4 6 17 20 27 29 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 5,889 COMMITMENTS 743 708 283 4,156 4,690 5,182 5,681 707 208 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,230) 143 -68 -128 -1,360 -1,102 -1,345 -1,298 115 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 12.0 4.8 70.6 79.6 88.0 96.5 12.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 4 5 16 17 24 23 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 440,191 COMMITMENTS 93,872 48,653 86,477 213,684 274,719 394,034 409,849 46,157 30,342 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 11,079) -1,806 1,593 3,962 10,294 4,398 12,450 9,952 -1,371 1,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 11.1 19.6 48.5 62.4 89.5 93.1 10.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 59 31 63 86 90 179 160 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,965 COMMITMENTS 0 300 125 30,399 33,514 30,524 33,939 9,441 6,026 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -10,263) 0 -75 75 -9,369 -10,828 -9,294 -10,828 -969 565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.3 76.1 83.9 76.4 84.9 23.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 17 21 18 22 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,213,446 COMMITMENTS 308,135 351,645 399,506 431,447 429,762 1139088 1180913 74,358 32,533 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 22,611) -130 14,752 32,580 -8,901 -26,437 23,549 20,896 -938 1,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 29.0 32.9 35.6 35.4 93.9 97.3 6.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 141 86 156 69 64 285 242 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 689,288 COMMITMENTS 54,731 17,042 196,705 431,151 472,667 682,586 686,414 6,702 2,873 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 48,857) -4,666 875 36,531 16,479 11,224 48,345 48,630 513 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 2.5 28.5 62.6 68.6 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 57 24 68 59 56 139 125 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 368,784 COMMITMENTS 137,416 134,114 37,787 183,084 184,905 358,287 356,807 10,497 11,977 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 2,404) 62 -2,256 689 1,071 3,530 1,822 1,963 583 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 36.4 10.2 49.6 50.1 97.2 96.8 2.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 18 17 25 34 36 66 65 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 128,939 COMMITMENTS 16,823 21,483 23,145 82,459 77,439 122,427 122,067 6,512 6,872 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 8,943) 5,122 2,835 2,544 1,429 3,933 9,095 9,312 -152 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 16.7 18.0 64.0 60.1 94.9 94.7 5.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 12 14 23 25 26 49 51 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 23,920 COMMITMENTS 7,758 6,862 14,381 1,730 2,588 23,869 23,832 51 88 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 28.7 60.1 7.2 10.8 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 9 12 4 4 16 19 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,306,933 COMMITMENTS 647,400 32,277 80,312 548,999 1178048 1276711 1290637 30,222 16,296 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 994) 13,115 -2,789 -1,191 -10,963 4,974 961 994 33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.5 2.5 6.1 42.0 90.1 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 22 7 21 48 48 77 69 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,709 COMMITMENTS 14,036 57,319 20,323 245,713 196,960 280,072 274,602 4,637 10,107 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 5,343) 618 2,256 2,297 2,584 857 5,499 5,410 -156 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 20.1 7.1 86.3 69.2 98.4 96.5 1.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 13 24 32 31 59 57 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 71,614 COMMITMENTS 21,486 29,834 10,291 38,773 30,126 70,549 70,250 1,065 1,364 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -224) -2,492 -1,568 802 1,451 576 -239 -190 15 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 41.7 14.4 54.1 42.1 98.5 98.1 1.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 14 17 19 19 43 39 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,986 COMMITMENTS 9,189 2,621 1,081 3,265 9,769 13,535 13,471 451 515 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 208) 220 -200 20 -42 338 198 158 10 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.7 18.7 7.7 23.3 69.8 96.8 96.3 3.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 5 5 9 12 20 19 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 747 COMMITMENTS 301 124 307 138 316 747 747 0 0 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 113) 26 15 88 0 12 114 115 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 16.6 41.1 18.5 42.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 9 9 4 8 15 20 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 3,738 COMMITMENTS 227 1,023 3 3,223 2,611 3,453 3,637 285 101 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -673) 100 -37 -55 -763 -584 -718 -676 45 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 27.4 0.1 86.2 69.9 92.4 97.3 7.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 5 1 13 14 15 20 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 57,398 COMMITMENTS 6,649 2,150 9,477 41,021 45,422 57,146 57,048 251 349 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -7,832) -1,448 -867 -3,734 -2,682 -3,298 -7,865 -7,899 32 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 3.7 16.5 71.5 79.1 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 17 14 17 57 68 82 93 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,051 COMMITMENTS 406 109 266 873 1,078 1,545 1,453 506 598 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -382) 150 25 -61 -326 -233 -237 -269 -145 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 5.3 13.0 42.6 52.6 75.3 70.8 24.7 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 5 13 13 18 19 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,209 COMMITMENTS 697 348 301 1,714 2,397 2,712 3,046 497 163 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,089) -667 119 -51 -557 -1,049 -1,275 -981 186 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 10.8 9.4 53.4 74.7 84.5 94.9 15.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 6 8 17 16 26 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 212,767 COMMITMENTS 9,930 3,004 16,955 185,822 192,721 212,707 212,681 60 86 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -910) -566 -61 46 -449 -980 -970 -996 60 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 1.4 8.0 87.3 90.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 20 17 21 19 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,465 COMMITMENTS 480 1,164 23 27,685 26,526 28,188 27,713 277 752 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -9,638) -1,504 -71 -74 -8,082 -9,506 -9,660 -9,651 22 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 4.1 0.1 97.3 93.2 99.0 97.4 1.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 1 15 24 19 27 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 111,460 COMMITMENTS 5,636 1,878 1,348 103,807 107,913 110,791 111,139 669 321 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -15,055) -1,461 -524 -304 -13,316 -14,230 -15,081 -15,058 26 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 1.7 1.2 93.1 96.8 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 16 9 8 60 61 78 76 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 92,949 COMMITMENTS 15,238 4,516 0 77,469 87,851 92,707 92,367 242 582 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -11,610) 646 -676 0 -12,231 -10,828 -11,585 -11,504 -25 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 4.9 0.0 83.3 94.5 99.7 99.4 0.3 0.6 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 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,274 COMMITMENTS 641 692 620 32,803 32,511 34,064 33,823 210 451 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -4,284) -713 -138 -110 -3,411 -4,018 -4,234 -4,266 -50 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 2.0 1.8 95.7 94.9 99.4 98.7 0.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 3 4 26 34 34 40 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,860 COMMITMENTS 1,965 108 139 10,694 11,335 12,798 11,582 62 1,278 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -3,611) -756 23 -73 -2,752 -3,626 -3,581 -3,676 -30 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 0.8 1.1 83.2 88.1 99.5 90.1 0.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 1 2 22 21 28 23 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,514 COMMITMENTS 261 617 156 13,518 13,372 13,935 14,145 579 369 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,383) 10 -32 -46 -2,333 -2,263 -2,369 -2,341 -14 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 4.3 1.1 93.1 92.1 96.0 97.5 4.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 5 3 25 21 29 27 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE Code-06665W OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 1,892 COMMITMENTS 30 188 62 1,795 1,617 1,887 1,867 5 25 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,268) -87 37 -91 -1,055 -1,132 -1,233 -1,186 -35 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 9.9 3.3 94.9 85.5 99.7 98.7 0.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 1 11 13 13 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,909,593 COMMITMENTS 671,500 143,634 1103648 993,066 1550888 2768214 2798170 141,378 111,423 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 21,465) 4,372 20,336 -7,700 4,118 1,669 790 14,305 20,675 7,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 4.9 37.9 34.1 53.3 95.1 96.2 4.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468) 197 114 245 112 127 425 396 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 253,795 COMMITMENTS 113,209 42,581 50,881 87,129 159,613 251,219 253,076 2,576 719 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,389) 2,394 984 -213 -776 629 1,405 1,400 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.6 16.8 20.0 34.3 62.9 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 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,037 COMMITMENTS 58,067 20,847 493 44,735 53,869 103,295 75,209 16,742 44,828 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -5,362) 2,403 1,113 -2,227 -3,195 -4,467 -3,019 -5,581 -2,343 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.4 17.4 0.4 37.3 44.9 86.1 62.7 13.9 37.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 4 4 13 14 20 21 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,478 COMMITMENTS 27,563 0 8,078 39,976 59,614 75,618 67,693 7,861 15,786 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 3,190) 2,258 -32 64 -506 2,364 1,816 2,397 1,374 793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 0.0 9.7 47.9 71.4 90.6 81.1 9.4 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 0 7 19 19 26 26 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 139,857 COMMITMENTS 20,618 56,400 46,585 60,801 27,652 128,003 130,637 11,854 9,220 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -6,813) -7,717 -1,975 -1,429 3,052 -3,528 -6,095 -6,932 -718 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 40.3 33.3 43.5 19.8 91.5 93.4 8.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 18 13 27 19 19 50 48 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,426 COMMITMENTS 4,431 23,708 5,830 43,997 24,647 54,257 54,185 169 241 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -796) -1,216 -76 369 -63 -1,146 -910 -853 113 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 43.6 10.7 80.8 45.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 3 6 19 16 29 23 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 115,151 COMMITMENTS 76,590 5,273 26,136 12,287 82,642 115,013 114,051 139 1,101 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 3,487) 1,523 194 892 1,088 2,410 3,503 3,496 -16 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.5 4.6 22.7 10.7 71.8 99.9 99.0 0.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 6 6 13 18 20 26 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,555 COMMITMENTS 65 0 0 11,445 11,350 11,510 11,350 45 205 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 515) -100 0 0 615 515 515 515 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 99.0 98.2 99.6 98.2 0.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 19 20 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 30,490 COMMITMENTS 19,840 3,906 2,302 6,227 23,167 28,369 29,375 2,121 1,115 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 693) 376 203 206 -40 151 541 560 152 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.1 12.8 7.6 20.4 76.0 93.0 96.3 7.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 66 36 22 30 41 110 89 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 67,650 COMMITMENTS 46,001 5,507 3,755 10,594 55,986 60,351 65,248 7,298 2,402 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 387) -341 -1,885 249 -185 2,069 -276 434 663 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.0 8.1 5.6 15.7 82.8 89.2 96.4 10.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 127 26 24 31 39 166 83 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 433,334 COMMITMENTS 119,012 48,013 85,823 200,466 281,021 405,300 414,856 28,034 18,478 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 3,363) -8,816 1,948 4,130 8,101 -5,289 3,415 789 -52 2,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 11.1 19.8 46.3 64.9 93.5 95.7 6.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 89 53 80 93 110 220 214 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,753 COMMITMENTS 1,217 1,600 747 5,091 5,441 7,055 7,788 2,698 1,965 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -4,660) -2,039 -1,033 -262 -2,769 -3,319 -5,070 -4,614 410 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 16.4 7.7 52.2 55.8 72.3 79.9 27.7 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 5 3 9 11 15 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 18,652 COMMITMENTS 5,349 450 2,949 9,344 14,283 17,642 17,682 1,010 970 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -3,213) 418 -525 -1,338 -2,438 -1,305 -3,358 -3,168 145 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 2.4 15.8 50.1 76.6 94.6 94.8 5.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 4 15 17 19 21 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,461 COMMITMENTS 1,050 0 0 16,240 17,496 17,290 17,496 1,171 965 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,805) 300 -264 -96 -2,040 -1,540 -1,836 -1,900 31 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 0.0 0.0 88.0 94.8 93.7 94.8 6.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 16 18 17 18 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,003 COMMITMENTS 5,381 11,664 401 7,085 774 12,867 12,839 136 164 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 581) 245 364 12 323 173 580 549 1 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 89.7 3.1 54.5 6.0 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 5 3 9 4 17 11 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 15,503 COMMITMENTS 6,133 6,258 4,032 4,785 4,819 14,950 15,109 553 394 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,001) -1,387 -753 -600 -69 -794 -2,056 -2,147 55 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.6 40.4 26.0 30.9 31.1 96.4 97.5 3.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 20 17 20 13 10 41 39 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,860 COMMITMENTS 2,282 567 563 26,860 28,730 29,705 29,860 155 0 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -3,537) -251 -130 0 -3,189 -3,407 -3,440 -3,537 -97 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 1.9 1.9 90.0 96.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 2 24 18 29 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,305 COMMITMENTS 250 1,590 1,175 4,770 3,540 6,195 6,305 110 0 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -585) -50 -160 -70 -455 -355 -575 -585 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 25.2 18.6 75.7 56.1 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 6 7 12 11 20 19 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,465 COMMITMENTS 2,725 3,367 390 13,562 13,302 16,677 17,059 788 406 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -810) -80 410 -123 -521 -1,010 -724 -723 -86 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 19.3 2.2 77.7 76.2 95.5 97.7 4.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 6 4 25 23 32 32 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,762 COMMITMENTS 119 1,556 45 3,044 2,307 3,208 3,908 1,554 854 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -249) -61 -77 -63 -140 -103 -264 -243 15 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 32.7 0.9 63.9 48.4 67.4 82.1 32.6 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 4 2 15 13 17 18 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,557 COMMITMENTS 630 2,170 1,164 7,556 6,082 9,350 9,416 207 141 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -785) -6 -191 -212 -603 -321 -821 -724 36 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 22.7 12.2 79.1 63.6 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 12 6 25 22 33 36 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,413 COMMITMENTS 267 435 94 917 690 1,278 1,219 135 194 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -490) -131 -40 -266 -43 -170 -440 -476 -50 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 30.8 6.7 64.9 48.8 90.4 86.3 9.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 7 3 13 8 18 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,791 COMMITMENTS 1,331 9,128 4,810 17,588 9,404 23,729 23,342 4,062 4,449 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,746) -424 -275 -410 -1,292 -1,609 -2,126 -2,294 -620 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 32.8 17.3 63.3 33.8 85.4 84.0 14.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 7 6 13 12 20 20
Updated February 10, 2017