GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       63,854
COMMITMENTS
  22,960    4,803    1,971   38,418   56,814   63,349   63,588      505      266

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      4,670)
     611      590      280    3,779    3,820    4,670    4,690        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0      7.5      3.1     60.2     89.0     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        8        6       38       41       45       52                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,373
COMMITMENTS
     450        0      600    6,323    6,773    7,373    7,373        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        477)
       0        0        0      477      477      477      477        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.0      8.1     85.8     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       21       18       22       19                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,198
COMMITMENTS
     823      458      558    6,963    7,499    8,344    8,515      854      683

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:         75)
     133       -8       13       78       73      224       78     -149       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      5.0      6.1     75.7     81.5     90.7     92.6      9.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        4        7       33       32       42       40                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,886
COMMITMENTS
     121      144      338    1,159    1,074    1,618    1,556      268      330

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        155)
     -10       40       25      120      160      135      225       20      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      7.6     17.9     61.5     56.9     85.8     82.5     14.2     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        6       16       18       23       24                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,517
COMMITMENTS
     620      373      447    4,854    5,223    5,921    6,043      596      474

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        832)
      12      220       36      816      642      864      898      -32      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      5.7      6.9     74.5     80.1     90.9     92.7      9.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        4        8       31       32       40       43                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,350
COMMITMENTS
   1,471    2,290      542    6,034    5,050    8,047    7,882      303      468

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        325)
     -55     -155       55      343      322      343      222      -18      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     27.4      6.5     72.3     60.5     96.4     94.4      3.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9        5        6       31       25       43       33                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,312
COMMITMENTS
      60      607       70    1,037      483    1,167    1,160      145      152

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:         30)
      30      -20        0        0       54       30       34        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     46.3      5.3     79.0     36.8     88.9     88.4     11.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        7        2       14       10       17       18                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,282
COMMITMENTS
     340   10,771    1,081   27,813   17,190   29,234   29,042       48      240

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        530)
       0       25        5      525      500      530      530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     36.8      3.7     95.0     58.7     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       26       22       30       24                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,720
COMMITMENTS
     813    1,712      349    3,006    2,295    4,168    4,356      552      364

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        126)
    -120       73       40      166       35       86      148       40      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     36.3      7.4     63.7     48.6     88.3     92.3     11.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        7        5       15       17       25       25                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      362,990
COMMITMENTS
  54,912   79,605   59,196  206,525  182,327  320,633  321,128   42,357   41,862

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:    -11,361)
  -1,723    5,712      459  -11,929  -15,447  -13,193   -9,276    1,832   -2,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     21.9     16.3     56.9     50.2     88.3     88.5     11.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      34       62       52       82       80      153      161                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       47,545
COMMITMENTS
     750      600      225   34,588   40,696   35,563   41,521   11,982    6,024

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,070)
       0     -250        0    1,063    1,247    1,063      997        7       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.3      0.5     72.7     85.6     74.8     87.3     25.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       24       28       26       31                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      990,097
COMMITMENTS
 241,037  453,780  291,571  387,492  201,391  920,100  946,742   69,997   43,355

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:    -13,983)
  -9,205  -14,208    2,265   -9,494   -2,399  -16,434  -14,342    2,451      359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     45.8     29.4     39.1     20.3     92.9     95.6      7.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      91      142      128       66       53      231      262                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      338,845
COMMITMENTS
  93,546  129,543   53,234  185,800  152,296  332,580  335,073    6,265    3,772

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -3,035)
 -14,831   -5,539    1,508    9,553    1,223   -3,770   -2,808      735     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     38.2     15.7     54.8     44.9     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      20       14       27       44       38       77       67                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      116,736
COMMITMENTS
  14,681   19,411   24,331   71,251   67,463  110,263  111,205    6,473    5,531

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      8,870)
   3,436    5,003    1,335    5,612    3,642   10,383    9,980   -1,513   -1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     16.6     20.8     61.0     57.8     94.5     95.3      5.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       17       25       24       26       51       56                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,571,648
COMMITMENTS
 609,521   57,207  120,348  801,418  1363606  1531287  1541161   40,361   30,487

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      5,019)
   8,247   -3,432   -3,010     -714    7,585    4,523    1,143      496    3,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8      3.6      7.7     51.0     86.8     97.4     98.1      2.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      27       12       27       59       59       95       90                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      395,083
COMMITMENTS
  30,048   60,099   53,423  309,219  279,192  392,690  392,714    2,393    2,369

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -1,646)
    -159    1,934   -1,534      -94   -2,570   -1,787   -2,170      141      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     15.2     13.5     78.3     70.7     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      16       18       25       42       33       71       63                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      148,722
COMMITMENTS
  71,526   54,672   25,095   51,023   68,073  147,644  147,840    1,078      882

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,573)
     524    1,435       -9      913      258    1,428    1,684      145     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     36.8     16.9     34.3     45.8     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      19       18       27       22       21       57       50                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       42,161
COMMITMENTS
  23,918    9,533    5,803   11,627   26,430   41,348   41,766      813      395

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      2,721)
   1,605   -1,280      631      295    3,330    2,531    2,681      190       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7     22.6     13.8     27.6     62.7     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       13       16       17       14       37       34                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       40,654
COMMITMENTS
   4,612      860    3,864   31,786   35,510   40,262   40,234      392      420

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,308)
     303      -35      124      920    1,219    1,347    1,308      -39        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      2.1      9.5     78.2     87.3     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      16       10       12       45       60       65       78                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,909
COMMITMENTS
     389      555      952    2,704    3,163    4,045    4,670      864      239

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        449)
      10      -28       24      377      497      411      493       38      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     11.3     19.4     55.1     64.4     82.4     95.1     17.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        5        4       25       25       31       30                  
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      455,828
COMMITMENTS
     784        0        0  455,044  455,828  455,828  455,828        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      6,288)
       0        0        0    6,288    6,288    6,288    6,288        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       12       15       12                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      164,297
COMMITMENTS
  10,820    1,385    2,570  150,652  160,342  164,042  164,297      255        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        385)
       0        0        0      385      385      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.8      1.6     91.7     97.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       27       20       28       22                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,063,829
COMMITMENTS
  46,800        0        0  3017029  3063829  3063829  3063829        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      6,597)
       0        0        0    6,597    6,597    6,597    6,597        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     98.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       24       20       25       20                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       74,609
COMMITMENTS
     441        0        0   74,168   74,609   74,609   74,609        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,666)
       0        0        0    1,666    1,666    1,666    1,666        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       24)
       1        0        0       15       18       16       18                  
 
 
NYISO ZONE G 5 MW PEAK - NEW YORK MERCANTILE EXCHANGE                Code-064A68
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,775
COMMITMENTS
       0        0        0   22,520   22,775   22,520   22,775      255        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15        8       15        8                  
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,281,006
COMMITMENTS
       0   70,200        0  1281006  1210806  1281006  1281006        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      8,784)
       0        0        0    8,784    8,784    8,784    8,784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.5      0.0    100.0     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       16       14       17                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,653,516
COMMITMENTS
   5,021        0        0  1648495  1653516  1653516  1653516        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       25)
       1        0        0       19       12       20       12                  
 
 
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE            Code-064A84
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      243,486
COMMITMENTS
       0        0        0  243,486  243,486  243,486  243,486        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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       10       14       10                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       21,320
COMMITMENTS
       0        0        0   21,112   21,112   21,112   21,112      208      208

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:    -18,040)
       0        0        0  -17,864  -17,864  -17,864  -17,864     -176     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.0     99.0     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       10       11       10                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,397
COMMITMENTS
     565        0       62   24,630   24,894   25,257   24,956      140      441

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,247)
     170        0        0    1,069    1,262    1,239    1,262        8      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.2     97.0     98.0     99.4     98.3      0.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       27       27       29       28                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       89,498
COMMITMENTS
   1,880    8,813      820   85,810   79,538   88,510   89,171      988      327

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,693)
     328      195     -549    1,914    2,063    1,693    1,709        0      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      9.8      0.9     95.9     88.9     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       6        8        5       58       55       67       65                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,764
COMMITMENTS
       0      480        0   21,899   22,129   21,899   22,609      865      155

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:       -115)
       0        0        0     -115     -115     -115     -115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0     96.2     97.2     96.2     99.3      3.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       18       17       19                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,425
COMMITMENTS
   2,419    6,124      247   29,146   25,463   31,812   31,834      613      591

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:       -150)
      38       30       24     -384     -204     -322     -150      172        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     18.9      0.8     89.9     78.5     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        3       32       32       37       39                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,737
COMMITMENTS
     200    1,037      449    7,700    6,945    8,349    8,431      388      306

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        298)
    -100     -139      223      165      214      288      298       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     11.9      5.1     88.1     79.5     95.6     96.5      4.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        4        5       25       21       31       26                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,923
COMMITMENTS
     116    1,178       73   11,786   11,412   11,975   12,663      948      260

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        320)
     116        9        9      227      313      352      331      -32      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      9.1      0.6     91.2     88.3     92.7     98.0      7.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       20       20       23       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,632,471
COMMITMENTS
 472,273  260,248  515,648  565,152  778,625  1553073  1554521   79,398   77,950

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:    -30,358)
 -21,826   -5,296    3,995   -4,969  -28,317  -22,800  -29,618   -7,558     -740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     15.9     31.6     34.6     47.7     95.1     95.2      4.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
     121      121      144       91      100      293      300                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,034
COMMITMENTS
  73,067   10,825    3,558   39,767   62,081  116,392   76,464   15,642   55,570

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        870)
    -373       20      114      527      -62      268       72      602      798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.3      8.2      2.7     30.1     47.0     88.2     57.9     11.8     42.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        5       13       16       21       22                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      165,939
COMMITMENTS
  20,356   61,668   82,233   56,768   16,110  159,357  160,011    6,582    5,928

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      8,435)
   3,613    2,927    1,586    2,414    3,252    7,613    7,765      822      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     37.2     49.6     34.2      9.7     96.0     96.4      4.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13       12       23       15       15       40       41                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,340
COMMITMENTS
     630        0        0   13,590   14,340   14,220   14,340      120        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -1,876)
       0        0        0   -1,896   -1,861   -1,896   -1,861       20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.0     94.8    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       11       15       11                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       28,418
COMMITMENTS
  17,009   10,527      224    8,879   15,305   26,112   26,056    2,306    2,362

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        898)
    -527    1,388     -507    1,134     -730      100      151      798      747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.9     37.0      0.8     31.2     53.9     91.9     91.7      8.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      62       57       11       37       28      105       91                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       75,570
COMMITMENTS
  50,943   32,517    1,815   14,602   36,961   67,360   71,293    8,210    4,277

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,426)
    -200    4,130     -183    1,275   -2,589      892    1,358      534       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4     43.0      2.4     19.3     48.9     89.1     94.3     10.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
     115       81       22       30       32      157      124                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      370,401
COMMITMENTS
 118,563   53,123   72,136  157,945  227,023  348,644  352,282   21,757   18,119

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      4,941)
   8,323   -8,397    2,528   -6,522   13,067    4,329    7,198      612   -2,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     14.3     19.5     42.6     61.3     94.1     95.1      5.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      79       56       76       87       96      202      196                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,333
COMMITMENTS
   2,348       31    1,657    6,181    8,822   10,186   10,510    3,147    2,823

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,143)
       0      -90       30    1,178    1,120    1,208    1,060      -65       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      0.2     12.4     46.4     66.2     76.4     78.8     23.6     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        1        4       12       12       18       16                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,680
COMMITMENTS
       0    2,763      120   19,310   15,397   19,430   18,280      250    1,400

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,405)
       0      170        0    1,480    1,465    1,480    1,635      -75     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.0      0.6     98.1     78.2     98.7     92.9      1.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       17       22       18       25                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,154
COMMITMENTS
     791    4,734    3,278   14,083   11,011   18,152   19,023    3,002    2,131

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,471)
    -154      -98      291    1,164    1,021    1,301    1,214      170      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     22.4     15.5     66.6     52.1     85.8     89.9     14.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        5        6       19       19       26       25                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       25,375
COMMITMENTS
  12,163   18,918    2,032   11,120    4,425   25,315   25,375       60        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        775)
      75      100      475      225      200      775      775        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     74.6      8.0     43.8     17.4     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
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,921
COMMITMENTS
   7,217    7,993    7,102    4,025    3,199   18,344   18,294      577      627

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,197)
     807    1,066      -17      342       -7    1,132    1,042       65      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     42.2     37.5     21.3     16.9     97.0     96.7      3.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      20       20       28        8        9       40       46                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,034
COMMITMENTS
   2,862        0      120   29,637   32,914   32,619   33,034      415        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,455)
     620        0        0      740    1,455    1,360    1,455       95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.0      0.4     89.7     99.6     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        0        1       24       23       28       24                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,836
COMMITMENTS
   2,097    7,961      337   13,582    8,158   16,016   16,456      820      380

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        166)
      92      -54        0       74      220      166      166        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     47.3      2.0     80.7     48.5     95.1     97.7      4.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        8        4       25       16       34       26                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,245
COMMITMENTS
     583    2,142      452    9,574    8,258   10,609   10,852      636      393

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        383)
     128      335       13      242       75      383      423        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     19.0      4.0     85.1     73.4     94.3     96.5      5.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        6        4       23       22       30       30                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,666
COMMITMENTS
     710      355      320      426      761    1,456    1,436      210      230

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        321)
     270       80       80      -29      141      321      301        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     21.3     19.2     25.6     45.7     87.4     86.2     12.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        7        5        7       13       13       23                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,117
COMMITMENTS
   1,692    1,746       60    6,963    7,285    8,715    9,091      402       26

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     19.2      0.7     76.4     79.9     95.6     99.7      4.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        3       11       10       14       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,891
COMMITMENTS
   4,231      660    4,272   19,455   21,537   27,958   26,469    4,933    6,422

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,638)
    -541       89      172    2,099    2,500    1,730    2,761      -92   -1,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      2.0     13.0     59.1     65.5     85.0     80.5     15.0     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        4       18       18       23       22                  



Updated November 30, 2015