GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,438 COMMITMENTS 6,867 845 2,362 33,146 39,163 42,375 42,370 63 68 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 2,235) 48 -76 25 2,152 2,306 2,225 2,255 10 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.0 5.6 78.1 92.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 10 2 9 34 42 46 52 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,202 COMMITMENTS 650 205 635 8,286 8,906 9,571 9,746 631 456 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 166) -7 0 -3 179 188 169 185 -3 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 2.0 6.2 81.2 87.3 93.8 95.5 6.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 2 9 32 32 42 42 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,417 COMMITMENTS 997 255 584 8,577 9,283 10,158 10,122 259 295 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 729) 69 123 205 483 515 757 843 -28 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 2.4 5.6 82.3 89.1 97.5 97.2 2.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 5 11 30 38 42 50 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,907 COMMITMENTS 110 1,924 193 3,971 2,283 4,274 4,400 633 507 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 136) 0 59 61 115 45 176 165 -40 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 39.2 3.9 80.9 46.5 87.1 89.7 12.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 7 5 20 18 27 25 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,294 COMMITMENTS 20 5,041 639 18,613 13,599 19,272 19,279 22 15 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,416) -27 315 36 1,385 1,050 1,394 1,401 22 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 26.1 3.3 96.5 70.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 5 5 22 23 27 29 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,956 COMMITMENTS 1,015 2,904 111 5,206 3,534 6,332 6,549 624 407 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 557) 81 234 -25 470 357 526 566 31 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 41.7 1.6 74.8 50.8 91.0 94.1 9.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 6 6 25 25 38 31 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 6,775 COMMITMENTS 755 798 143 5,296 5,433 6,194 6,374 581 401 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 417) 0 0 15 364 360 379 375 38 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 11.8 2.1 78.2 80.2 91.4 94.1 8.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 6 5 19 18 26 25 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 457,669 COMMITMENTS 130,238 66,134 107,463 163,812 252,727 401,513 426,325 56,156 31,345 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -35,691) 1,738 -1,955 -13,464 -25,162 -20,915 -36,888 -36,334 1,197 643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 14.5 23.5 35.8 55.2 87.7 93.2 12.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 73 39 84 78 96 192 190 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,074 COMMITMENTS 0 667 820 40,950 41,644 41,770 43,131 7,304 5,943 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -90) 0 -50 -150 200 435 50 235 -140 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 1.7 83.4 84.9 85.1 87.9 14.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 19 19 20 20 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,442,174 COMMITMENTS 388,302 487,599 475,040 511,964 435,286 1375306 1397925 66,868 44,249 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 50,800) 20,980 41,206 13,887 17,949 -4,252 52,816 50,840 -2,016 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 33.8 32.9 35.5 30.2 95.4 96.9 4.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 135 118 154 77 69 288 278 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 512,032 COMMITMENTS 86,006 46,794 168,607 251,011 292,929 505,624 508,330 6,408 3,703 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -31,344) 7,385 8,225 -15,130 -22,917 -24,310 -30,663 -31,216 -681 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 9.1 32.9 49.0 57.2 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 49 38 70 54 53 135 129 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 429,851 COMMITMENTS 232,335 176,895 46,228 136,918 193,206 415,481 416,329 14,370 13,522 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 4,043) -6,250 -3,432 5,923 4,348 2,215 4,022 4,706 21 -663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.1 41.2 10.8 31.9 44.9 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 24 18 29 48 44 85 79 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 106,387 COMMITMENTS 20,985 39,565 14,476 60,143 46,311 95,604 100,352 10,783 6,035 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -21,196) -5,723 1,074 -7,960 -10,945 -16,172 -24,628 -23,058 3,432 1,862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 37.2 13.6 56.5 43.5 89.9 94.3 10.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 12 17 22 20 22 45 48 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 56,593 COMMITMENTS 18,240 19,550 30,466 7,801 6,455 56,507 56,471 86 121 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 162) 256 419 49 -161 -317 144 150 19 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 34.5 53.8 13.8 11.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 12 18 9 10 30 30 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,237,329 COMMITMENTS 625,988 13,880 69,287 513,853 1142317 1209128 1225484 28,201 11,845 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 9,269) 6,544 1,659 1,900 -1,848 4,618 6,596 8,177 2,673 1,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 1.1 5.6 41.5 92.3 97.7 99.0 2.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 21 6 18 47 46 73 66 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,463 COMMITMENTS 8,516 38,149 25,790 155,043 121,081 189,349 185,020 6,114 10,443 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -26,072) -10,243 -12,657 -1,508 -16,228 -14,433 -27,979 -28,598 1,907 2,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 19.5 13.2 79.3 61.9 96.9 94.7 3.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 13 17 28 27 46 46 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 44,225 COMMITMENTS 18,830 8,054 6,657 17,527 29,016 43,014 43,727 1,211 498 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -3,894) 97 -1,994 -1,473 -2,415 -326 -3,791 -3,793 -103 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 18.2 15.1 39.6 65.6 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 15 14 16 16 16 40 37 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,811 COMMITMENTS 3,307 376 399 656 3,658 4,362 4,433 449 378 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -1,278) -836 -31 -104 -427 -1,165 -1,367 -1,300 89 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.7 7.8 8.3 13.6 76.0 90.7 92.1 9.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 12 1 5 6 8 18 14 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 6,188 COMMITMENTS 360 95 160 5,495 5,697 6,015 5,952 173 236 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 179) 70 0 0 139 179 209 179 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 1.5 2.6 88.8 92.1 97.2 96.2 2.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 2 16 18 20 20 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 55,934 COMMITMENTS 7,963 3,088 6,997 40,505 45,504 55,465 55,588 470 346 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 2,875) -241 414 844 2,112 1,681 2,715 2,939 160 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 5.5 12.5 72.4 81.4 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 19 13 14 52 60 78 81 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,420 COMMITMENTS 491 85 283 1,087 1,472 1,861 1,840 559 580 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 65) 6 0 -9 -39 13 -42 4 107 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 3.5 11.7 44.9 60.8 76.9 76.0 23.1 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 6 14 14 20 21 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,530 COMMITMENTS 655 615 300 2,361 2,315 3,316 3,230 214 300 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 190) 0 -89 65 125 311 190 287 0 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 17.4 8.5 66.9 65.6 93.9 91.5 6.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 4 3 21 19 29 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 188,192 COMMITMENTS 26,143 110 4,053 157,977 184,029 188,172 188,192 20 0 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 4,757) 3,988 25 1,216 -447 3,517 4,757 4,758 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 0.1 2.2 83.9 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 3 17 20 20 23 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,196 COMMITMENTS 755 144 275 1,523 2,256 2,553 2,675 643 521 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 127) -41 67 3 154 42 116 112 11 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 4.5 8.6 47.7 70.6 79.9 83.7 20.1 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 1 8 19 20 27 28 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,942 COMMITMENTS 1,077 3,275 118 25,531 23,294 26,726 26,687 216 255 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 634) 237 0 83 314 551 634 634 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 12.2 0.4 94.8 86.5 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 5 1 20 28 27 34 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 110,791 COMMITMENTS 11,977 3,401 5,566 92,279 101,398 109,822 110,365 969 426 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 477) 590 300 335 -542 -137 383 498 94 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 3.1 5.0 83.3 91.5 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 25 15 21 70 68 105 95 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 64,117 COMMITMENTS 10,333 1,358 1,860 51,624 60,263 63,817 63,481 300 636 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -324) 0 80 0 -324 -404 -324 -324 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 2.1 2.9 80.5 94.0 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 7 6 26 36 36 47 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,944 COMMITMENTS 3,256 2,241 960 39,429 40,309 43,645 43,510 299 434 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,115) -250 -415 96 1,284 1,434 1,130 1,115 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 5.1 2.2 89.7 91.7 99.3 99.0 0.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 15 6 13 40 45 58 61 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,323 COMMITMENTS 873 621 314 11,764 12,116 12,951 13,051 372 272 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 369) 131 85 0 238 284 369 369 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 4.7 2.4 88.3 90.9 97.2 98.0 2.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 4 4 24 31 30 37 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,174 COMMITMENTS 1,193 2,624 1,179 14,014 13,043 16,386 16,846 788 328 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -73) 52 12 3 -123 -83 -68 -68 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 15.3 6.9 81.6 75.9 95.4 98.1 4.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 7 8 29 25 41 36 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,176,229 COMMITMENTS 755,197 111,535 1256850 1046028 1696345 3058075 3064729 118,155 111,500 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 18,324) 15,295 -14,390 -11,152 10,421 45,034 14,564 19,492 3,761 -1,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 3.5 39.6 32.9 53.4 96.3 96.5 3.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498) 200 152 273 107 114 446 422 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,297 COMMITMENTS 21,758 12,584 43,665 54,635 64,027 120,058 120,276 240 21 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 5,618) 2,155 -4,653 2,845 523 7,430 5,523 5,622 95 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 10.5 36.3 45.4 53.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 9 5 15 14 21 25 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,719 COMMITMENTS 58,861 31,554 4,157 67,223 64,389 130,241 100,100 18,478 48,619 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 4,059) 2,861 1,771 -161 2,311 1,925 5,011 3,535 -952 524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.6 21.2 2.8 45.2 43.3 87.6 67.3 12.4 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 7 7 17 17 26 26 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,893 COMMITMENTS 1,373 1,341 4,012 4,372 4,505 9,756 9,858 1,136 1,035 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -179) -502 -64 74 82 -343 -345 -333 166 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 12.3 36.8 40.1 41.4 89.6 90.5 10.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 7 10 8 8 21 19 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,058 COMMITMENTS 40,286 759 21,553 49,361 85,322 111,199 107,633 12,858 16,425 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 6,300) 2,850 -397 1,156 1,509 4,007 5,515 4,766 785 1,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 0.6 17.4 39.8 68.8 89.6 86.8 10.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 2 10 18 19 29 29 WTI-BRENT CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765L OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,498 COMMITMENTS 0 60,226 1,708 65,432 5,073 67,140 67,007 11,358 11,491 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 76.7 2.2 83.4 6.5 85.5 85.4 14.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 7 3 13 5 16 12 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 176,795 COMMITMENTS 55,123 79,498 54,115 55,774 34,818 165,011 168,431 11,784 8,364 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -6,963) 2,351 845 -6,740 -2,282 -1,823 -6,670 -7,718 -293 755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 45.0 30.6 31.5 19.7 93.3 95.3 6.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 20 22 35 21 21 61 59 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,956 COMMITMENTS 5,929 27,560 9,788 37,759 16,370 53,476 53,718 480 238 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -2,566) -500 -996 -537 -1,609 -779 -2,645 -2,313 79 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 51.1 18.1 70.0 30.3 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 4 9 18 17 28 27 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 76,827 COMMITMENTS 36,394 15,971 25,842 13,990 33,947 76,225 75,759 602 1,067 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 13,980) 8,416 743 3,411 2,102 9,876 13,929 14,030 51 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.4 20.8 33.6 18.2 44.2 99.2 98.6 0.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 6 5 7 9 13 18 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 23,876 COMMITMENTS 2,277 0 45 20,471 23,696 22,793 23,741 1,083 135 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 330) 120 0 45 105 285 270 330 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.0 0.2 85.7 99.2 95.5 99.4 4.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 0 1 21 19 26 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 36,763 COMMITMENTS 29,128 4,491 1,231 4,446 29,412 34,805 35,134 1,958 1,629 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,011) 2,147 148 -809 -287 1,397 1,051 736 -40 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.2 12.2 3.3 12.1 80.0 94.7 95.6 5.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 104 38 15 27 40 136 89 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 80,002 COMMITMENTS 54,147 21,303 4,954 12,563 51,166 71,664 77,423 8,338 2,578 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 791) 1,598 -4,267 805 -1,070 4,998 1,333 1,536 -543 -745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.7 26.6 6.2 15.7 64.0 89.6 96.8 10.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 168 47 30 31 38 211 106 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 423,295 COMMITMENTS 174,804 90,930 78,832 144,456 235,870 398,092 405,632 25,203 17,663 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -31,450) -1,065 -800 -7,283 -20,435 -23,143 -28,784 -31,226 -2,667 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 21.5 18.6 34.1 55.7 94.0 95.8 6.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 113 47 90 94 103 248 207 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,315 COMMITMENTS 5,794 730 446 5,057 8,408 11,297 9,584 3,018 4,731 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 230) -473 282 -119 117 40 -475 203 705 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.5 5.1 3.1 35.3 58.7 78.9 67.0 21.1 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 3 4 9 9 15 16 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,398 COMMITMENTS 730 0 350 12,915 12,851 13,995 13,201 1,403 2,197 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 715) 200 0 0 240 490 440 490 275 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.0 2.3 83.9 83.5 90.9 85.7 9.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 12 17 13 18 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,931 COMMITMENTS 8,653 10,073 948 5,157 3,823 14,758 14,844 173 87 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 41) -5 130 -75 75 11 -5 66 46 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.0 67.5 6.3 34.5 25.6 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 3 2 9 5 19 9 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 12,884 COMMITMENTS 5,232 4,448 3,417 3,624 4,278 12,273 12,143 611 741 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 634) -20 -9 390 253 253 623 634 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 34.5 26.5 28.1 33.2 95.3 94.2 4.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 11 13 8 11 28 29 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,542 COMMITMENTS 4,515 1,026 208 21,703 25,293 26,426 26,527 116 15 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 770) 75 0 0 695 770 770 770 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 3.9 0.8 81.8 95.3 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 2 2 26 15 33 18 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,264 COMMITMENTS 1,718 2,302 329 11,951 11,128 13,998 13,759 266 505 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 251) 300 81 36 -45 134 291 251 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 16.1 2.3 83.8 78.0 98.1 96.5 1.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 7 4 24 26 31 35 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,283 COMMITMENTS 2,025 4,124 1,613 8,270 6,333 11,908 12,070 375 213 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 475) 207 85 98 170 284 475 467 0 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 33.6 13.1 67.3 51.6 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 13 13 22 25 37 42 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,746 COMMITMENTS 556 605 60 835 861 1,451 1,526 295 220 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 110) 70 100 0 32 10 102 110 8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 34.7 3.4 47.8 49.3 83.1 87.4 16.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 6 2 12 12 19 19 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,606 COMMITMENTS 8,980 835 1,422 14,972 21,506 25,374 23,763 2,232 3,843 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,761) 1,263 -176 69 507 1,454 1,839 1,347 -78 414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 3.0 5.2 54.2 77.9 91.9 86.1 8.1 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 3 3 18 18 24 23
Updated December 1, 2017