GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,108 COMMITMENTS 6,902 2,143 1,936 39,062 43,826 47,900 47,905 208 203 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 795) -204 128 95 904 572 795 795 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 4.5 4.0 81.2 91.1 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 11 6 9 32 42 47 53 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,806 COMMITMENTS 724 222 733 8,520 9,206 9,977 10,161 829 645 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -13) -25 0 9 -7 -49 -23 -40 10 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 2.1 6.8 78.8 85.2 92.3 94.0 7.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 5 9 32 34 41 44 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,402 COMMITMENTS 754 128 675 10,459 11,237 11,888 12,040 514 362 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 631) 25 31 14 615 607 654 652 -23 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 1.0 5.4 84.3 90.6 95.9 97.1 4.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 4 9 32 37 42 47 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,256 COMMITMENTS 150 1,260 263 5,139 4,336 5,552 5,859 704 397 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 383) 36 128 35 205 140 276 303 107 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 20.1 4.2 82.1 69.3 88.7 93.7 11.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 8 7 24 22 32 33 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,102 COMMITMENTS 200 800 169 1,643 1,044 2,012 2,013 90 89 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 147) 10 0 95 52 52 157 147 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 38.1 8.0 78.2 49.7 95.7 95.8 4.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 5 5 10 10 18 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,545 COMMITMENTS 130 2,792 275 19,115 16,463 19,520 19,530 25 15 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 346) 0 -18 -20 366 384 346 346 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 14.3 1.4 97.8 84.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 8 5 27 21 33 29 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,611 COMMITMENTS 1,258 2,485 446 7,370 6,424 9,074 9,355 537 256 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 254) 60 38 54 150 162 264 254 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 25.9 4.6 76.7 66.8 94.4 97.3 5.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 9 11 25 23 40 37 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 6,025 COMMITMENTS 620 569 181 4,623 5,060 5,424 5,810 601 215 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 164) 10 15 -11 190 95 189 99 -25 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 9.4 3.0 76.7 84.0 90.0 96.4 10.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 3 4 17 17 23 23 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 441,605 COMMITMENTS 74,748 80,667 83,202 244,006 234,273 401,956 398,142 39,649 43,463 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 5,246) -157 5,028 -6,131 9,896 6,645 3,607 5,542 1,639 -296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 18.3 18.8 55.3 53.1 91.0 90.2 9.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 42 55 75 90 88 184 178 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,791 COMMITMENTS 0 25 350 30,459 37,528 30,809 37,903 11,982 4,888 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 4,853) 0 -50 50 3,945 4,111 3,995 4,111 858 742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.8 71.2 87.7 72.0 88.6 28.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 19 23 20 24 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,352,271 COMMITMENTS 348,295 378,606 464,025 467,252 465,565 1279572 1308196 72,699 44,075 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -58,752) -6,309 6,529 -25,194 -23,879 -38,460 -55,383 -57,126 -3,369 -1,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 28.0 34.3 34.6 34.4 94.6 96.7 5.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 130 105 151 67 61 272 253 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 523,291 COMMITMENTS 75,385 23,540 145,161 295,364 351,409 515,910 520,110 7,381 3,181 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -109,266) -20,862 -17,554 -48,434 -39,297 -43,278 -108,593 -109,267 -673 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 4.5 27.7 56.4 67.2 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 50 25 55 59 54 129 114 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 404,869 COMMITMENTS 187,004 144,052 34,360 168,728 217,618 390,092 396,029 14,777 8,840 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -1,418) 4,492 -1,832 1,221 -7,299 -842 -1,587 -1,453 169 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.2 35.6 8.5 41.7 53.8 96.4 97.8 3.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 27 14 31 42 45 82 77 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 161,687 COMMITMENTS 17,767 58,465 29,744 102,261 65,835 149,772 154,044 11,915 7,643 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 21,446) 4,803 5,223 6,550 13,663 8,923 25,016 20,696 -3,570 750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 36.2 18.4 63.2 40.7 92.6 95.3 7.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 14 21 25 27 25 56 56 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 57,076 COMMITMENTS 4,694 8,557 42,425 9,819 5,923 56,939 56,904 137 172 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 66) -732 -971 1,181 -372 -178 77 32 -11 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 15.0 74.3 17.2 10.4 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 9 15 9 10 24 26 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,313,705 COMMITMENTS 714,365 42,081 78,050 490,361 1177044 1282776 1297175 30,929 16,530 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 11,387) 7,727 8,520 792 705 2,128 9,224 11,440 2,163 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.4 3.2 5.9 37.3 89.6 97.6 98.7 2.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 22 11 25 47 46 79 72 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,424 COMMITMENTS 11,383 52,713 30,308 222,396 180,090 264,087 263,111 2,337 3,313 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 7,167) 1,428 1,246 1,564 4,208 4,597 7,200 7,407 -33 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 19.8 11.4 83.5 67.6 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 13 14 22 36 32 62 55 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 66,483 COMMITMENTS 26,181 21,015 6,110 32,786 38,247 65,077 65,372 1,406 1,111 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 417) 132 614 -265 556 188 423 537 -6 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 31.6 9.2 49.3 57.5 97.9 98.3 2.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 14 15 20 21 20 46 44 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,997 COMMITMENTS 5,604 1,117 1,072 3,784 8,386 10,460 10,575 537 422 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 134) 30 30 -10 49 159 69 179 65 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.0 10.2 9.7 34.4 76.3 95.1 96.2 4.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 11 3 8 10 12 23 21 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 932 COMMITMENTS 260 175 252 419 505 931 932 2 0 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 10) 25 -5 -15 0 30 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 18.8 27.0 44.9 54.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 7 10 10 12 21 25 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 4,818 COMMITMENTS 580 480 120 3,773 4,004 4,473 4,604 345 214 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 681) 50 0 30 452 626 532 656 149 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 10.0 2.5 78.3 83.1 92.8 95.6 7.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 5 2 12 16 15 22 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 43,571 COMMITMENTS 6,806 2,276 5,420 30,973 35,543 43,199 43,240 372 331 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,557) 467 298 -229 1,211 1,386 1,448 1,455 109 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 5.2 12.4 71.1 81.6 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 16 14 17 50 60 77 82 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,573 COMMITMENTS 419 27 276 1,368 1,587 2,063 1,890 510 683 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 1.0 10.7 53.2 61.7 80.2 73.5 19.8 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 4 16 16 21 20 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,111 COMMITMENTS 631 777 624 3,440 3,475 4,695 4,876 416 235 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 734) 94 326 76 464 322 634 724 100 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 15.2 12.2 67.3 68.0 91.9 95.4 8.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 6 9 19 21 30 31 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 228,190 COMMITMENTS 20,078 2,895 6,224 201,889 219,072 228,190 228,190 0 0 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 5,060) 153 62 744 4,187 4,294 5,084 5,100 -24 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 1.3 2.7 88.5 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 4 24 23 28 27 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,483 COMMITMENTS 425 2,184 208 23,508 21,820 24,141 24,212 342 271 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,025) -87 0 0 1,972 2,025 1,885 2,025 140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 8.9 0.8 96.0 89.1 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 4 3 16 26 21 32 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 106,013 COMMITMENTS 9,361 1,782 2,323 93,310 101,658 104,994 105,763 1,019 250 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -755) 430 51 224 -1,524 -1,000 -870 -725 115 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 1.7 2.2 88.0 95.9 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 13 13 16 60 63 83 85 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 76,976 COMMITMENTS 14,259 3,708 830 61,786 71,638 76,875 76,176 101 800 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -336) -234 435 0 51 -801 -183 -366 -153 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 4.8 1.1 80.3 93.1 99.9 99.0 0.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 6 1 22 30 27 37 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,223 COMMITMENTS 1,475 2,638 1,052 36,503 34,748 39,030 38,438 193 785 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,417) 238 357 246 822 834 1,306 1,437 111 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 6.7 2.7 93.1 88.6 99.5 98.0 0.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 9 7 34 40 46 51 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,075 COMMITMENTS 956 93 361 8,626 8,235 9,943 8,689 132 1,386 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 312) 0 -49 52 380 279 432 282 -120 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.9 3.6 85.6 81.7 98.7 86.2 1.3 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 2 4 23 23 31 27 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,166 COMMITMENTS 865 905 727 14,771 15,040 16,363 16,672 803 494 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 417) 13 13 93 296 303 402 409 15 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 5.3 4.2 86.0 87.6 95.3 97.1 4.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 3 22 17 27 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,826,528 COMMITMENTS 646,904 269,284 983,873 1064460 1467852 2695238 2721009 131,290 105,518 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 82,900) 15,330 13,598 28,081 48,037 34,393 91,448 76,072 -8,549 6,828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 9.5 34.8 37.7 51.9 95.4 96.3 4.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508) 212 148 262 111 120 446 424 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,478 COMMITMENTS 94,244 50,697 48,881 61,218 104,937 204,343 204,515 2,135 1,963 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,291) 535 -118 1,390 396 1,075 2,321 2,348 -30 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.6 24.6 23.7 29.6 50.8 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 6 6 18 19 25 26 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,815 COMMITMENTS 54,317 18,090 2,680 48,313 56,467 105,310 77,237 15,505 43,578 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -127) 330 71 -557 102 -7 -125 -493 -2 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.0 15.0 2.2 40.0 46.7 87.2 63.9 12.8 36.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 4 3 15 19 21 25 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 99,656 COMMITMENTS 34,869 284 13,520 41,686 69,258 90,076 83,062 9,581 16,595 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 453) -714 92 1,116 200 -802 603 406 -149 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 0.3 13.6 41.8 69.5 90.4 83.3 9.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 1 9 18 17 28 26 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 152,018 COMMITMENTS 17,808 44,697 56,617 62,895 41,529 137,319 142,842 14,698 9,176 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 3,938) -1,241 1,031 3,699 3,161 9 5,619 4,739 -1,681 -802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 29.4 37.2 41.4 27.3 90.3 94.0 9.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 15 19 27 18 20 50 50 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,987 COMMITMENTS 2,184 19,140 2,400 25,027 8,353 29,611 29,893 376 95 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -95) -118 -229 6 17 126 -95 -97 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 63.8 8.0 83.5 27.9 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 6 6 18 15 26 24 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 102,454 COMMITMENTS 68,525 18,224 30,391 3,208 52,700 102,125 101,315 330 1,139 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -2,124) -709 1,446 -1,236 -169 -1,289 -2,113 -1,078 -11 -1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.9 17.8 29.7 3.1 51.4 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 6 6 6 13 12 21 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| 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 0 0 0 6,305 6,170 6,305 6,170 0 135 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -315) -165 0 0 -150 -315 -315 -315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 97.9 100.0 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 17 13 17 13 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 9,495 COMMITMENTS 1,650 0 0 7,785 9,480 9,435 9,480 60 15 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 30) -405 0 0 475 135 70 135 -40 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 0.0 0.0 82.0 99.8 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 21 17 22 17 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 36,969 COMMITMENTS 28,157 7,588 991 5,463 26,457 34,612 35,036 2,357 1,933 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -1,247) -775 -305 -338 -149 -357 -1,263 -1,000 15 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.2 20.5 2.7 14.8 71.6 93.6 94.8 6.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 78 58 19 30 36 121 101 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 77,672 COMMITMENTS 45,246 34,764 4,975 18,450 33,647 68,671 73,387 9,001 4,285 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 101) 1,160 2,380 -617 -892 -2,164 -349 -401 450 502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.3 44.8 6.4 23.8 43.3 88.4 94.5 11.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 133 55 28 39 32 187 104 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 412,159 COMMITMENTS 113,979 75,122 90,426 189,470 221,831 393,874 387,379 18,284 24,780 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -6,296) 4,813 113 -9,278 382 2,604 -4,083 -6,562 -2,213 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 18.2 21.9 46.0 53.8 95.6 94.0 4.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 79 59 93 96 105 224 218 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,121 COMMITMENTS 822 3,129 650 5,556 3,698 7,028 7,477 2,093 1,644 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 823) 447 -136 383 44 751 874 998 -51 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 34.3 7.1 60.9 40.5 77.1 82.0 22.9 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 5 5 15 12 22 19 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 13,398 COMMITMENTS 5,165 0 712 6,911 11,856 12,788 12,568 610 830 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 60) 10 0 0 -50 -245 -40 -245 100 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 0.0 5.3 51.6 88.5 95.4 93.8 4.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 3 15 18 19 21 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,502 COMMITMENTS 0 975 375 13,866 13,442 14,241 14,792 1,261 710 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 475) 0 -100 0 400 725 400 625 75 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.3 2.4 89.4 86.7 91.9 95.4 8.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 22 19 23 20 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,239 COMMITMENTS 3,648 2,143 1,904 5,716 8,961 11,268 13,008 3,971 2,231 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 453) 223 0 28 114 576 365 604 88 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 14.1 12.5 37.5 58.8 73.9 85.4 26.1 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 4 5 13 12 21 19 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,651 COMMITMENTS 1,959 615 371 3,738 6,058 6,068 7,044 2,583 1,607 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 86) -121 180 -64 389 -275 204 -159 -118 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 7.1 4.3 43.2 70.0 70.1 81.4 29.9 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 11 17 15 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,990 COMMITMENTS 7,271 11,066 2,148 5,481 1,710 14,900 14,924 90 66 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 551) 470 68 119 44 386 633 573 -82 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 73.8 14.3 36.6 11.4 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 5 8 10 6 25 16 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,486 COMMITMENTS 6,895 6,144 4,133 5,575 6,367 16,603 16,644 883 842 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 170) 4 43 67 80 0 151 110 19 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 35.1 23.6 31.9 36.4 95.0 95.2 5.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 17 10 17 12 12 37 32 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,118 COMMITMENTS 2,263 1,511 141 32,462 33,411 34,866 35,063 252 55 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 702) 60 0 0 627 702 687 702 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 4.3 0.4 92.4 95.1 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 1 31 20 36 23 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,865 COMMITMENTS 1,125 2,160 475 4,265 3,230 5,865 5,865 0 0 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 200) 100 125 25 75 50 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 36.8 8.1 72.7 55.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 4 7 15 14 25 21 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,276 COMMITMENTS 2,381 4,372 1,189 16,906 15,249 20,476 20,810 800 466 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -229) 30 0 0 -259 -229 -229 -229 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 20.5 5.6 79.5 71.7 96.2 97.8 3.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 9 7 25 24 34 36 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 5,281 COMMITMENTS 165 1,208 43 3,703 3,294 3,911 4,545 1,370 736 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 150) 10 -47 7 202 174 219 134 -69 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 22.9 0.8 70.1 62.4 74.1 86.1 25.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 3 17 16 20 21 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,281 COMMITMENTS 824 502 565 2,783 3,214 4,172 4,281 109 0 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 310) 25 235 0 285 75 310 310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 11.7 13.2 65.0 75.1 97.5 100.0 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 2 5 12 12 19 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,793 COMMITMENTS 1,572 2,449 2,109 7,904 7,019 11,585 11,577 208 216 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 107) 60 123 28 34 -23 122 128 -15 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 20.8 17.9 67.0 59.5 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 11 11 30 28 44 42 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,395 COMMITMENTS 1,010 747 181 1,055 1,412 2,246 2,340 149 55 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 91) 60 20 46 65 85 171 151 -80 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.2 31.2 7.6 44.1 59.0 93.8 97.7 6.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 9 7 16 18 29 29 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,378 COMMITMENTS 2,206 10,042 3,461 22,912 14,899 28,579 28,402 3,799 3,976 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 961) 99 495 -91 968 584 976 988 -15 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 31.0 10.7 70.8 46.0 88.3 87.7 11.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 6 5 19 15 25 23
Updated June 30, 2017