GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,544 COMMITMENTS 8,279 2,932 2,423 45,320 50,895 56,022 56,250 522 294 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,038) 1,279 -664 239 172 1,463 1,690 1,038 -652 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 5.2 4.3 80.1 90.0 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 9 6 10 39 43 52 55 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,179 COMMITMENTS 0 0 0 7,179 7,179 7,179 7,179 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 98) 0 0 0 98 98 98 98 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 19 14 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,909 COMMITMENTS 504 306 1,026 9,819 10,179 11,349 11,511 560 398 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 672) 30 10 9 652 676 691 695 -19 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 2.6 8.6 82.5 85.5 95.3 96.7 4.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 3 11 35 34 46 46 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,269 COMMITMENTS 1,497 334 1,020 10,313 11,505 12,830 12,859 439 410 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 870) 269 30 138 538 739 945 907 -75 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 2.5 7.7 77.7 86.7 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 4 10 37 41 47 52 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,469 COMMITMENTS 310 64 0 1,121 1,369 1,431 1,433 38 36 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 19) 0 0 0 0 19 0 19 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 4.4 0.0 76.3 93.2 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 12 11 13 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,521 COMMITMENTS 175 1,870 118 8,704 7,120 8,997 9,108 524 413 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,000) 0 10 15 992 1,027 1,007 1,052 -7 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 19.6 1.2 91.4 74.8 94.5 95.7 5.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 7 5 24 23 32 30 MINI EUR 3.5%FOIL RTD BALMOSWP - NEW YORK MERCANTILE EXCHANGE Code-021A18 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,376 COMMITMENTS 463 1,161 45 833 125 1,341 1,331 35 45 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 84.4 3.3 60.5 9.1 97.5 96.7 2.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 6 3 11 3 15 11 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,162 COMMITMENTS 248 467 215 1,615 1,283 2,078 1,965 84 197 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 237) 125 165 80 32 72 237 317 0 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 21.6 9.9 74.7 59.3 96.1 90.9 3.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 5 4 15 14 20 22 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,271 COMMITMENTS 245 4,331 825 22,139 18,094 23,209 23,250 62 21 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 181) -10 120 75 116 -14 181 181 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 18.6 3.5 95.1 77.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 4 5 24 20 30 26 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,049 COMMITMENTS 1,104 1,967 387 4,885 4,393 6,376 6,747 673 302 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 568) 181 268 -4 476 319 653 583 -85 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 27.9 5.5 69.3 62.3 90.5 95.7 9.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 9 5 8 25 30 38 39 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 6,722 COMMITMENTS 45 939 240 5,716 5,327 6,001 6,506 721 216 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 439) 25 4 7 383 428 415 439 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 14.0 3.6 85.0 79.2 89.3 96.8 10.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 5 20 21 25 26 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 412,482 COMMITMENTS 77,244 43,994 95,267 198,482 241,454 370,993 380,715 41,490 31,767 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -24,193) -871 -5,314 -12,291 -10,298 -4,913 -23,460 -22,518 -734 -1,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 10.7 23.1 48.1 58.5 89.9 92.3 10.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 43 47 61 86 93 169 165 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,341 COMMITMENTS 0 1,175 0 45,031 45,782 45,031 46,957 7,310 5,384 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,606) 0 150 -150 2,621 2,683 2,471 2,683 135 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.0 86.0 87.5 86.0 89.7 14.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 0 25 29 25 31 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,177,565 COMMITMENTS 287,656 366,102 385,980 436,767 383,514 1110402 1135595 67,162 41,969 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -15,744) -7,321 -17,054 4,738 -8,114 6,670 -10,697 -5,646 -5,047 -10,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 31.1 32.8 37.1 32.6 94.3 96.4 5.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 134 108 152 79 64 292 256 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 643,310 COMMITMENTS 52,597 31,746 178,400 403,078 429,842 634,075 639,987 9,235 3,323 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -91,835) 5,158 -60 -46,522 -52,279 -45,433 -93,644 -92,016 1,809 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 4.9 27.7 62.7 66.8 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 45 27 58 60 57 130 117 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 297,976 COMMITMENTS 109,806 135,053 37,164 140,407 117,124 287,378 289,342 10,599 8,635 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -27,134) -11,112 -9,388 -5,292 -10,142 -12,513 -26,546 -27,193 -587 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 45.3 12.5 47.1 39.3 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 16 14 23 33 37 63 61 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 108,503 COMMITMENTS 10,907 16,789 15,383 75,331 72,246 101,621 104,418 6,882 4,085 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -29,241) -5,428 1,486 -12,299 -11,087 -18,502 -28,814 -29,315 -427 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 15.5 14.2 69.4 66.6 93.7 96.2 6.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 13 17 19 29 28 51 55 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,325,306 COMMITMENTS 603,809 36,710 68,753 621,608 1199764 1294170 1305227 31,136 20,079 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -65,644) -30,691 -19,065 -8,112 -27,213 -39,930 -66,016 -67,107 372 1,463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.6 2.8 5.2 46.9 90.5 97.7 98.5 2.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 20 7 20 48 48 74 69 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 292,124 COMMITMENTS 18,348 41,622 15,691 249,608 231,518 283,647 288,831 8,477 3,293 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -25,957) -1,038 -3,982 -11,727 -15,308 -10,425 -28,073 -26,134 2,116 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 14.2 5.4 85.4 79.3 97.1 98.9 2.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 14 15 21 30 31 55 56 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 77,045 COMMITMENTS 31,188 25,437 11,436 33,699 39,275 76,323 76,148 722 897 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -6,554) 412 -2,054 -1,745 -5,115 -2,779 -6,448 -6,578 -106 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.5 33.0 14.8 43.7 51.0 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 16 21 23 20 52 45 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,954 COMMITMENTS 11,683 3,643 1,248 2,570 10,948 15,501 15,839 453 115 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -2,035) -1,112 299 -732 -61 -1,581 -1,905 -2,014 -130 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.2 22.8 7.8 16.1 68.6 97.2 99.3 2.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 5 8 12 14 28 23 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 10,614 COMMITMENTS 732 1,610 4,267 5,606 4,730 10,605 10,607 9 8 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -153) -12 59 -103 -38 -108 -153 -152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 15.2 40.2 52.8 44.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 8 14 14 14 32 29 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 63,191 COMMITMENTS 8,867 4,182 12,331 41,647 46,213 62,845 62,726 346 465 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 365) 790 352 89 -536 -132 344 310 21 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 6.6 19.5 65.9 73.1 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 19 12 17 54 69 78 94 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,346 COMMITMENTS 740 1,144 488 2,577 2,558 3,805 4,190 541 156 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 295) 103 142 3 114 109 220 254 75 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 26.3 11.2 59.3 58.9 87.6 96.4 12.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 10 7 22 22 31 36 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,044,203 COMMITMENTS 816 0 0 1043387 1044203 1044203 1044203 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 8 14 8 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 260,653 COMMITMENTS 29,121 370 5,533 225,978 254,749 260,632 260,653 21 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -3,447) -69 -13 35 -3,413 -3,469 -3,447 -3,447 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 0.1 2.1 86.7 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 22 19 24 22 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,602,641 COMMITMENTS 372,990 8,160 26,250 2203401 2568231 2602641 2602641 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 37,245) 0 0 0 37,245 37,245 37,245 37,245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 0.3 1.0 84.7 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 18 17 19 19 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,394 COMMITMENTS 3,825 0 0 39,548 43,394 43,373 43,394 21 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.0 0.0 91.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 16 13 17 13 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 902,607 COMMITMENTS 0 0 0 902,607 902,607 902,607 902,607 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 12 16 12 PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 7,904 COMMITMENTS 320 400 0 7,568 7,504 7,888 7,904 16 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -51,376) -2,080 -2,000 0 -49,192 -49,376 -51,272 -51,376 -104 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 5.1 0.0 95.7 94.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 12 8 13 9 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,872 COMMITMENTS 2,029 936 238 36,605 37,235 38,872 38,409 0 463 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 759) 212 0 0 547 759 759 759 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 2.4 0.6 94.2 95.8 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 1 2 26 28 33 31 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 140,929 COMMITMENTS 9,814 1,945 5,056 125,423 133,435 140,293 140,436 636 493 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,537) -244 -214 410 -1,508 -1,663 -1,342 -1,467 -195 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 1.4 3.6 89.0 94.7 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 20 10 14 62 62 89 80 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 105,608 COMMITMENTS 14,772 7,110 308 90,388 97,308 105,468 104,726 140 882 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,207) 0 -75 0 3,207 3,282 3,207 3,207 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 6.7 0.3 85.6 92.1 99.9 99.2 0.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 6 3 27 30 33 38 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,962 COMMITMENTS 2,050 995 690 34,027 34,531 36,767 36,216 195 746 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,456) -144 0 172 1,388 1,167 1,416 1,339 40 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 2.7 1.9 92.1 93.4 99.5 98.0 0.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 10 1 5 35 39 46 45 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,461 COMMITMENTS 2,812 108 98 13,349 15,331 16,259 15,537 202 924 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 215 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 0.7 0.6 81.1 93.1 98.8 94.4 1.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 2 30 25 35 27 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,599 COMMITMENTS 442 540 285 16,284 16,244 17,011 17,069 588 530 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 165) 137 62 43 30 60 210 165 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 3.1 1.6 92.5 92.3 96.7 97.0 3.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 5 3 30 22 36 28 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,685,652 COMMITMENTS 567,726 219,068 1027921 960,426 1332185 2556073 2579174 129,579 106,478 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 53,968) -11,761 -24,688 54,515 67 28,618 42,822 58,445 11,146 -4,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 8.2 38.3 35.8 49.6 95.2 96.0 4.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462) 202 118 242 99 115 420 378 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 229,103 COMMITMENTS 53,715 24,604 69,791 104,424 132,819 227,930 227,213 1,173 1,890 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,384) -1,025 -1,721 3,353 53 794 2,382 2,426 2 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 10.7 30.5 45.6 58.0 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 4 6 18 17 26 23 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,542 COMMITMENTS 55,748 17,263 2,904 36,449 46,500 95,101 66,667 21,441 49,875 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,188) -356 1,266 246 7,468 -3,311 7,358 -1,799 -4,170 4,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.8 14.8 2.5 31.3 39.9 81.6 57.2 18.4 42.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 5 10 10 17 19 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,861 COMMITMENTS 24,374 0 11,735 44,920 64,294 81,029 76,030 5,831 10,831 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,366) 2,484 0 576 591 3,412 3,652 3,988 714 377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 0.0 13.5 51.7 74.0 93.3 87.5 6.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 0 9 20 21 30 30 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 127,851 COMMITMENTS 21,532 42,148 45,474 46,968 31,118 113,973 118,740 13,878 9,111 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -654) -729 -323 -3,604 1,957 1,595 -2,376 -2,332 1,722 1,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 33.0 35.6 36.7 24.3 89.1 92.9 10.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 17 13 28 17 17 49 46 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 144,688 COMMITMENTS 81,230 13,108 34,113 29,094 96,576 144,437 143,797 251 891 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5,405) 4,781 2,181 -797 2,067 4,004 6,050 5,387 -646 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.1 9.1 23.6 20.1 66.7 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 6 6 12 16 19 24 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,790 COMMITMENTS 315 0 0 10,475 10,715 10,790 10,715 0 75 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 360) 0 0 0 360 360 360 360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 0.0 97.1 99.3 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 19 15 20 15 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,693 COMMITMENTS 19,481 5,145 283 4,902 19,956 24,666 25,384 2,027 1,310 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,273) 2,196 165 -1,733 -1,510 393 -1,047 -1,175 -226 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.0 19.3 1.1 18.4 74.8 92.4 95.1 7.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 84 31 10 29 35 115 74 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,028 COMMITMENTS 48,254 24,563 2,545 12,817 39,565 63,616 66,673 8,412 5,354 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,486) 1,874 2,680 146 743 214 2,763 3,039 1,723 1,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.0 34.1 3.5 17.8 54.9 88.3 92.6 11.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 124 46 23 35 36 168 98 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,083 COMMITMENTS 106,944 51,345 64,183 174,872 233,845 345,998 349,372 21,084 17,710 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -26,812) 762 -2,375 -13,493 -12,601 -8,119 -25,331 -23,986 -1,481 -2,826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 14.0 17.5 47.6 63.7 94.3 95.2 5.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 79 58 69 90 105 205 199 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,620 COMMITMENTS 2,484 871 355 9,073 9,695 11,912 10,921 1,708 2,699 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 634) 100 -25 25 534 480 659 480 -25 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 6.4 2.6 66.6 71.2 87.5 80.2 12.5 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 4 4 14 14 21 19 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 21,404 COMMITMENTS 2,014 23 7,573 10,871 12,208 20,458 19,804 946 1,600 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,103) 175 0 458 620 695 1,253 1,153 -150 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 0.1 35.4 50.8 57.0 95.6 92.5 4.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 4 15 17 20 21 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,056 COMMITMENTS 0 0 0 13,096 13,216 13,096 13,216 960 840 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 100) -40 0 -230 250 450 -20 220 120 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.2 94.0 93.2 94.0 6.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 14 22 14 22 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,991 COMMITMENTS 2,864 4,809 624 15,900 13,802 19,388 19,235 3,603 3,756 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,161) 130 375 50 2,648 575 2,828 1,000 -1,667 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 20.9 2.7 69.2 60.0 84.3 83.7 15.7 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 2 3 15 17 20 21 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,038 COMMITMENTS 1,880 654 957 5,311 6,113 8,148 7,724 1,890 2,314 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 6.5 9.5 52.9 60.9 81.2 76.9 18.8 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 5 13 13 19 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 17,151 COMMITMENTS 6,148 15,549 900 9,813 572 16,861 17,021 290 130 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -63) -110 -161 80 -33 0 -63 -81 0 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 90.7 5.2 57.2 3.3 98.3 99.2 1.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 5 5 10 4 21 11 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,049 COMMITMENTS 8,619 8,153 5,279 5,634 6,269 19,532 19,701 517 348 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,072) 319 106 470 254 491 1,043 1,067 29 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.0 40.7 26.3 28.1 31.3 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 28 16 25 15 14 50 48 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 13,052 COMMITMENTS 3,802 1,785 7,981 1,113 3,231 12,896 12,996 157 56 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,195) -45 -92 1,224 9 63 1,188 1,195 7 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 13.7 61.1 8.5 24.8 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 11 11 8 7 21 23 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,820 COMMITMENTS 2,413 83 464 32,626 35,233 35,503 35,780 317 40 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 760) -30 -150 0 790 910 760 760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 0.2 1.3 91.1 98.4 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 2 23 17 28 19 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,785 COMMITMENTS 0 720 395 3,365 2,645 3,760 3,760 25 25 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 120) -25 0 0 120 95 95 95 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.0 10.4 88.9 69.9 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 5 14 9 19 15 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,272 COMMITMENTS 1,549 1,033 50 3,665 4,189 5,264 5,272 8 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 250) 0 -50 50 200 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 19.6 0.9 69.5 79.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 3 1 11 12 18 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,666 COMMITMENTS 897 4,106 947 16,453 14,383 18,297 19,436 1,369 230 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -27) -226 -50 140 59 -117 -27 -27 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 20.9 4.8 83.7 73.1 93.0 98.8 7.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 5 5 29 27 37 35 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 5,448 COMMITMENTS 191 2,184 130 4,417 2,621 4,738 4,935 710 513 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 108) 65 -53 6 -7 138 64 91 44 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 40.1 2.4 81.1 48.1 87.0 90.6 13.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 5 4 24 23 28 30 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,812 COMMITMENTS 90 892 335 3,067 2,465 3,492 3,692 320 120 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5) 0 90 -50 55 -35 5 5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 23.4 8.8 80.5 64.7 91.6 96.9 8.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 6 6 8 10 15 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,410 COMMITMENTS 1,353 3,500 713 9,144 7,143 11,210 11,356 200 54 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 540) 155 -128 61 334 640 550 573 -10 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 30.7 6.2 80.1 62.6 98.2 99.5 1.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 9 9 28 30 39 43 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,156 COMMITMENTS 1,045 493 394 621 1,130 2,060 2,017 96 139 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 205) 225 15 40 -60 170 205 225 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 22.9 18.3 28.8 52.4 95.5 93.6 4.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 6 7 11 20 25 30 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,855 COMMITMENTS 1,842 4,574 4,501 12,019 11,727 18,362 20,802 5,493 3,053 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 319) 0 210 226 -24 -133 202 303 117 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 19.2 18.9 50.4 49.2 77.0 87.2 23.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 4 15 15 20 19
Updated December 2, 2016