GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,075 COMMITMENTS 24,453 4,697 660 33,479 53,453 58,592 58,810 483 265 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -5,529) 1,221 -360 -1,328 -5,400 -3,840 -5,507 -5,528 -22 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 8.0 1.1 56.7 90.5 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 7 5 36 39 43 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,712 COMMITMENTS 525 0 600 5,587 6,112 6,712 6,712 0 0 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -634) 75 0 0 -709 -634 -634 -634 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.0 8.9 83.2 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 19 18 20 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,560 COMMITMENTS 881 263 551 6,312 7,052 7,744 7,866 816 694 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,005) 9 -250 -34 -1,001 -817 -1,026 -1,101 21 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 3.1 6.4 73.7 82.4 90.5 91.9 9.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 4 5 29 30 37 37 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,556 COMMITMENTS 155 222 200 987 802 1,342 1,224 214 332 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -423) 34 46 -164 -212 -226 -342 -344 -81 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 14.3 12.9 63.4 51.5 86.2 78.7 13.8 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 4 15 14 21 19 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,712 COMMITMENTS 706 423 241 5,272 5,729 6,219 6,393 493 319 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -198) 128 -21 -227 -22 178 -121 -70 -77 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 6.3 3.6 78.5 85.4 92.7 95.2 7.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 6 6 32 36 39 46 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,849 COMMITMENTS 986 1,458 549 5,105 4,450 6,640 6,457 209 392 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,811) -507 -857 17 -1,246 -931 -1,736 -1,771 -75 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 21.3 8.0 74.5 65.0 96.9 94.3 3.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 4 8 24 19 37 28 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,124 COMMITMENTS 50 430 160 837 402 1,047 992 77 132 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -300) -10 -187 60 -282 -133 -232 -260 -68 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 38.3 14.2 74.5 35.8 93.1 88.3 6.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 7 3 13 9 17 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,018 COMMITMENTS 376 11,837 265 25,347 13,676 25,988 25,778 30 240 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -3,314) 36 1,031 -831 -2,501 -3,514 -3,296 -3,314 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 45.5 1.0 97.4 52.6 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 2 25 19 29 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,766 COMMITMENTS 771 1,642 147 2,220 1,608 3,138 3,397 628 369 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,179) -117 -200 -185 -898 -769 -1,200 -1,154 21 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 43.6 3.9 58.9 42.7 83.3 90.2 16.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 6 4 11 16 20 22 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 362,419 COMMITMENTS 57,725 73,506 54,560 201,090 187,011 313,375 315,077 49,044 47,342 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 4,037) -132 -2,122 -7,733 4,569 10,615 -3,296 760 7,333 3,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 20.3 15.1 55.5 51.6 86.5 86.9 13.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 33 55 48 78 80 143 153 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,890 COMMITMENTS 725 970 225 30,966 37,775 31,916 38,970 10,974 3,920 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -6,167) -25 345 25 -4,572 -5,230 -4,572 -4,860 -1,595 -1,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 2.3 0.5 72.2 88.1 74.4 90.9 25.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 23 27 25 30 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,045,852 COMMITMENTS 234,056 445,893 307,393 432,116 246,826 973,565 1000113 72,287 45,739 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 3,331) -8,009 -10,923 -19,244 33,786 33,754 6,532 3,586 -3,201 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 42.6 29.4 41.3 23.6 93.1 95.6 6.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 98 155 153 66 52 260 276 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 852,627 COMMITMENTS 30,870 45,749 303,880 513,307 497,502 848,058 847,132 4,570 5,495 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 111,492) 2,274 -1,147 57,768 50,488 52,763 110,530 109,384 962 2,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 5.4 35.6 60.2 58.3 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 46 28 63 52 50 122 117 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 320,691 COMMITMENTS 78,052 111,902 54,586 181,973 147,745 314,611 314,233 6,080 6,458 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 936) -7,144 -3,436 1,481 6,267 2,263 604 308 332 628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 34.9 17.0 56.7 46.1 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 20 11 27 33 33 65 61 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 101,907 COMMITMENTS 11,809 20,903 16,312 66,590 59,241 94,711 96,456 7,196 5,451 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 8,633) 3,514 3,565 1,768 6,362 3,885 11,644 9,218 -3,011 -585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 20.5 16.0 65.3 58.1 92.9 94.7 7.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 17 19 20 21 41 45 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,479,940 COMMITMENTS 539,717 62,084 115,836 779,483 1268481 1435036 1446401 44,904 33,539 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -3,831) -9,220 -276 5,093 1,749 -8,938 -2,378 -4,121 -1,453 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 4.2 7.8 52.7 85.7 97.0 97.7 3.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 20 14 28 55 52 86 84 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 362,463 COMMITMENTS 27,306 47,343 50,964 282,517 262,466 360,787 360,773 1,676 1,690 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 12,095) 3,445 2,380 6,673 1,688 3,430 11,806 12,483 289 -388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 13.1 14.1 77.9 72.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 17 15 25 39 30 71 55 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 120,851 COMMITMENTS 43,096 64,986 13,995 62,445 40,929 119,536 119,910 1,315 941 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -23,369) -33,847 5,390 -4,385 14,466 -24,663 -23,766 -23,658 397 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 53.8 11.6 51.7 33.9 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 15 23 25 21 18 54 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,093 COMMITMENTS 17,432 8,222 4,440 11,523 21,071 33,395 33,733 698 360 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -5,703) -5,909 -169 -504 745 -5,025 -5,668 -5,698 -35 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.1 24.1 13.0 33.8 61.8 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 12 15 14 14 34 33 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 2,139 COMMITMENTS 349 209 444 1,346 1,479 2,139 2,132 0 7 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -13,532) -2,212 -3,966 -5,417 -5,888 -4,156 -13,517 -13,539 -15 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 9.7 20.8 62.9 69.1 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 6 7 5 5 18 12 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 38,336 COMMITMENTS 4,411 1,823 4,077 29,519 32,050 38,006 37,950 330 386 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 200) 257 148 -589 517 640 185 200 16 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 4.8 10.6 77.0 83.6 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 14 9 12 47 59 67 76 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,094 COMMITMENTS 547 697 475 2,126 2,499 3,148 3,671 946 423 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 371) -7 -70 60 281 311 334 301 37 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 17.0 11.6 51.9 61.0 76.9 89.7 23.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 3 21 21 25 26 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 174,398 COMMITMENTS 18,155 1,505 2,783 153,205 170,110 174,143 174,398 255 0 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 1,735) 10 230 9 1,715 1,495 1,735 1,735 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 0.9 1.6 87.8 97.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 20 17 21 20 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,110,417 COMMITMENTS 187,200 0 0 2923217 3110387 3110417 3110387 0 30 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 46,230) 0 0 0 46,230 46,230 46,230 46,230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.0 0.0 94.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 19 16 20 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,682 COMMITMENTS 419 0 0 74,263 74,682 74,682 74,682 0 0 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 797) 0 0 0 797 797 797 797 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 16 16 16 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,657,157 COMMITMENTS 4,629 0 0 1652528 1657157 1657157 1657157 0 0 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 33,657) 0 0 0 33,657 33,657 33,657 33,657 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 17 11 18 11 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,716 COMMITMENTS 460 0 62 23,054 23,220 23,576 23,282 140 434 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 69) 30 0 0 39 69 69 69 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.3 97.2 97.9 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 26 26 28 27 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 88,588 COMMITMENTS 1,782 8,349 751 85,143 79,191 87,676 88,291 912 297 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,342) -128 -502 -51 -2,147 -1,759 -2,326 -2,312 -16 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 9.4 0.8 96.1 89.4 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 9 6 5 57 52 67 62 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,737 COMMITMENTS 168 480 57 21,832 22,092 22,057 22,629 680 108 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 880) 168 0 57 820 820 1,045 877 -165 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 2.1 0.3 96.0 97.2 97.0 99.5 3.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 18 16 19 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,496 COMMITMENTS 2,579 5,103 253 28,145 25,677 30,977 31,033 519 463 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 1,031) 150 -30 0 901 1,061 1,051 1,031 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 16.2 0.8 89.4 81.5 98.4 98.5 1.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 4 4 32 31 39 39 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,275 COMMITMENTS 120 798 418 7,376 6,780 7,914 7,996 361 279 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 461) 0 57 24 405 370 429 451 32 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 9.6 5.1 89.1 81.9 95.6 96.6 4.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 3 25 21 29 25 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,871 COMMITMENTS 0 974 64 10,788 10,617 10,852 11,655 1,019 216 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 184) -111 -75 -1 164 259 52 183 132 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.2 0.5 90.9 89.4 91.4 98.2 8.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 2 19 20 21 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,381,393 COMMITMENTS 502,820 268,254 931,480 837,920 1084269 2272220 2284003 109,173 97,390 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 124,517) 5,254 14,346 94,907 12,157 8,331 112,319 117,585 12,198 6,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 11.3 39.1 35.2 45.5 95.4 95.9 4.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 173 147 223 100 103 384 373 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 119,241 COMMITMENTS 38,961 9,529 30,080 46,942 78,021 115,983 117,629 3,258 1,611 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 21,244) -97 2,782 7,515 12,588 10,905 20,007 21,202 1,237 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 8.0 25.2 39.4 65.4 97.3 98.6 2.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 7 8 16 14 25 24 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,747 COMMITMENTS 73,574 10,777 2,367 34,180 57,599 110,121 70,743 14,626 54,004 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 478) 1,071 -180 -9 30 1,630 1,092 1,441 -614 -963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.0 8.6 1.9 27.4 46.2 88.3 56.7 11.7 43.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 5 4 11 15 20 20 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,552 COMMITMENTS 6,180 4,482 5,110 2,460 4,277 13,750 13,869 802 683 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 3,335) 1,568 2,047 1,432 303 -109 3,303 3,371 32 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 30.8 35.1 16.9 29.4 94.5 95.3 5.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 3 10 7 8 23 19 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 149,556 COMMITMENTS 21,171 1,432 27,413 95,377 109,210 143,961 138,055 5,595 11,501 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 3,704) -1,077 169 2,053 2,303 909 3,278 3,131 426 573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 1.0 18.3 63.8 73.0 96.3 92.3 3.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 1 11 24 24 35 35 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,322 COMMITMENTS 17,298 71,244 87,495 85,329 31,606 190,122 190,344 6,200 5,978 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 12,885) -3,468 6,037 5,104 12,040 1,825 13,677 12,966 -792 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 36.3 44.6 43.5 16.1 96.8 97.0 3.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 15 11 21 15 16 41 38 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 153,228 COMMITMENTS 31,472 15,810 94,766 26,223 41,805 152,460 152,381 768 847 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 10.3 61.8 17.1 27.3 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 8 6 5 9 11 20 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,685 COMMITMENTS 630 0 0 13,980 14,685 14,610 14,685 75 0 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 75) 0 0 0 120 75 120 75 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.0 0.0 95.2 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 14 12 15 12 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,960 COMMITMENTS 17,782 9,951 517 7,175 15,081 25,474 25,548 1,486 1,412 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -795) -78 -1,218 14 -665 531 -729 -673 -66 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.0 36.9 1.9 26.6 55.9 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 67 53 16 37 33 111 95 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 77,222 COMMITMENTS 52,285 30,551 3,638 13,140 39,123 69,064 73,312 8,158 3,909 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 8) 337 -2,402 1,240 -1,178 1,498 399 336 -391 -328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.7 39.6 4.7 17.0 50.7 89.4 94.9 10.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 130 71 32 33 36 181 124 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 370,698 COMMITMENTS 111,670 47,677 83,487 154,306 220,755 349,463 351,918 21,235 18,779 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 3,458) -3,862 3,306 5,602 1,612 -7,595 3,353 1,313 105 2,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 12.9 22.5 41.6 59.6 94.3 94.9 5.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 73 59 80 84 95 198 199 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,144 COMMITMENTS 2,806 1,246 1,525 6,740 8,444 11,071 11,215 2,073 1,929 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 942) 324 600 -69 45 593 300 1,124 642 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 9.5 11.6 51.3 64.2 84.2 85.3 15.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 3 4 13 13 21 18 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,325 COMMITMENTS 0 2,293 0 17,105 14,237 17,105 16,530 220 795 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -3,040) 0 -590 -120 -2,890 -1,900 -3,010 -2,610 -30 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.2 0.0 98.7 82.2 98.7 95.4 1.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 0 13 23 13 26 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,589 COMMITMENTS 1,054 5,564 1,870 13,534 9,503 16,458 16,937 3,131 2,652 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 675) 0 615 0 450 0 450 615 225 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 28.4 9.5 69.1 48.5 84.0 86.5 16.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 4 19 18 25 22 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 24,271 COMMITMENTS 11,291 18,307 1,832 11,102 4,132 24,225 24,271 46 0 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 1,250) 500 755 100 650 395 1,250 1,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.5 75.4 7.5 45.7 17.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 5 3 11 7 19 14 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 19,104 COMMITMENTS 6,637 5,444 7,714 4,441 5,603 18,792 18,761 312 343 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,906) -669 -2,090 -575 -490 856 -1,734 -1,809 -172 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 28.5 40.4 23.2 29.3 98.4 98.2 1.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 19 17 29 8 10 42 43 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,097 COMMITMENTS 2,435 2,989 11,942 3,720 3,166 18,097 18,097 0 0 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 676) 427 -386 574 -325 488 676 676 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 16.5 66.0 20.6 17.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 9 13 6 5 21 21 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,718 COMMITMENTS 2,106 50 120 24,302 26,548 26,528 26,718 190 0 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -6,852) -506 0 0 -6,331 -6,852 -6,837 -6,852 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.2 0.4 91.0 99.4 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 1 26 25 30 27 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,385 COMMITMENTS 2,480 2,754 55 5,841 5,569 8,376 8,378 9 7 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 32.8 0.7 69.7 66.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 2 10 10 14 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,016 COMMITMENTS 2,129 6,651 174 11,622 7,790 13,925 14,615 1,091 401 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -80) 24 -717 -149 45 750 -80 -116 0 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 44.3 1.2 77.4 51.9 92.7 97.3 7.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 6 3 22 18 30 26 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,886 COMMITMENTS 497 1,628 485 8,261 7,392 9,243 9,505 643 381 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 333) 75 79 5 300 259 380 343 -47 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 16.5 4.9 83.6 74.8 93.5 96.1 6.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 7 5 21 21 28 29 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,635 COMMITMENTS 725 195 425 325 815 1,475 1,435 160 200 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -430) -105 -160 -45 -270 -195 -420 -400 -10 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 11.9 26.0 19.9 49.8 90.2 87.8 9.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 4 5 7 13 15 20 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,518 COMMITMENTS 1,722 1,653 30 6,385 6,816 8,137 8,499 381 19 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -599) 30 -93 -30 -578 -469 -578 -592 -21 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 19.4 0.4 75.0 80.0 95.5 99.8 4.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 4 3 11 9 14 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,213 COMMITMENTS 602 3,481 2,940 19,828 16,094 23,370 22,515 5,843 6,698 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 424) -2,299 1,122 -356 2,151 -710 -504 56 928 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 11.9 10.1 67.9 55.1 80.0 77.1 20.0 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 4 16 16 20 20
Updated December 11, 2015