GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,608
COMMITMENTS
     766    1,266      633   32,893   32,601   34,292   34,500      316      108

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        596)
      -6     -129        0      602      725      596      596        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.7      1.8     95.0     94.2     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        4        3       39       49       43       55
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,796
COMMITMENTS
       0        0        0    4,731    4,760    4,731    4,760       65       36

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        484)
       0        0        0      484      484      484      484        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.6     99.2     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       19       19       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,896
COMMITMENTS
     829      286      368    8,801    9,411    9,998   10,065      898      831

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        -22)
      20       45        0      -77      -85      -57      -40       35       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      2.6      3.4     80.8     86.4     91.8     92.4      8.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        2        5       31       32       38       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,267
COMMITMENTS
     423      549       10    2,999    3,165    3,432    3,724      835      543

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        331)
     100        0       -5      274      430      369      425      -38      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     12.9      0.2     70.3     74.2     80.4     87.3     19.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        1       27       29       30       32
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,097
COMMITMENTS
     324      145       31    3,021    3,327    3,376    3,503      721      594

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:         48)
      10      -15       10       26       40       46       35        2       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      3.5      0.8     73.7     81.2     82.4     85.5     17.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        2       25       30       27       33
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        6,813
COMMITMENTS
       0      271       50    6,649    6,492    6,699    6,813      114        0

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        674)
       0      100       50      624      524      674      674        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.0      0.7     97.6     95.3     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       16       21       17
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,222
COMMITMENTS
     535      596      459    6,882    6,934    7,876    7,989      346      233

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        361)
     120       60       30      200      260      350      350       11       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      7.2      5.6     83.7     84.3     95.8     97.2      4.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        7       10       31       28       44       39
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,308
COMMITMENTS
      70      363      173    1,885    1,615    2,128    2,151      180      157

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:         44)
     -40       60        0       84        4       44       64        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     15.7      7.5     81.7     70.0     92.2     93.2      7.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        5        3       20       16       24       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,722
COMMITMENTS
     219    2,962      112   27,351   24,630   27,682   27,704       40       18

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        989)
       0      145        0      989      844      989      989        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     10.7      0.4     98.7     88.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        2       34       17       37       19
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,891
COMMITMENTS
     250    1,212      141    4,601    4,197    4,992    5,550      899      341

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:         84)
     -15       40       15       39       29       39       84       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     20.6      2.4     78.1     71.2     84.7     94.2     15.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        5       20       17       26       22
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      336,160
COMMITMENTS
  50,292   58,936   62,881  184,161  183,183  297,334  305,000   38,826   31,160

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      7,078)
     271   -2,192    6,288   -1,184    6,689    5,375   10,785    1,703   -3,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     17.5     18.7     54.8     54.5     88.5     90.7     11.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      34       49       49       71       76      137      145
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      982,801
COMMITMENTS
 276,301  428,305  304,167  329,679  216,630  910,147  949,102   72,654   33,699

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -27,913)
  -7,082    5,189  -10,376   -9,098  -21,379  -26,556  -26,566   -1,357   -1,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     43.6     30.9     33.5     22.0     92.6     96.6      7.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
     103       87      118       67       59      240      209
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      453,175
COMMITMENTS
 198,299  111,019   95,829  149,069  237,326  443,197  444,174    9,978    9,001

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      7,771)
    -586    4,727      694    3,277    2,477    3,385    7,898    4,386     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     24.5     21.1     32.9     52.4     97.8     98.0      2.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      18       11       26       34       36       64       63
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       78,344
COMMITMENTS
   3,591   30,204   10,803   59,936   32,273   74,330   73,280    4,014    5,064

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -16,136)
  -5,877   -7,512   -6,875   -3,542   -2,762  -16,294  -17,149      158    1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     38.6     13.8     76.5     41.2     94.9     93.5      5.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6       10       14       17       16       33       30
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,995,746
COMMITMENTS
 866,538   65,536  343,115  730,717  1534915  1940370  1943566   55,376   52,180

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     11,152)
  -3,674   -7,213   -2,835   15,094    4,447    8,585   -5,601    2,567   16,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4      3.3     17.2     36.6     76.9     97.2     97.4      2.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      31       15       34       69       63      110      103
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      667,511
COMMITMENTS
  14,484  187,609  124,237  522,501  353,231  661,222  665,077    6,289    2,434

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -46,478)
  -4,970  -28,768  -11,911  -28,698   -5,052  -45,579  -45,731     -899     -747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     28.1     18.6     78.3     52.9     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      12       26       28       38       36       70       71
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       92,853
COMMITMENTS
  55,183   43,635   10,428   18,803   29,881   84,414   83,944    8,439    8,909

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      2,226)
  -4,870   -6,481    1,365   -1,171      160   -4,676   -4,956    6,902    7,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.4     47.0     11.2     20.3     32.2     90.9     90.4      9.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      19       17       23       16       15       46       44
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       31,306
COMMITMENTS
  11,077   18,774    3,731   13,992    5,740   28,800   28,245    2,506    3,061

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:       -191)
  -1,149     -876     -653      -75     -928   -1,877   -2,457    1,686    2,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     60.0     11.9     44.7     18.3     92.0     90.2      8.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13       15       17       13        9       37       30
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       39,583
COMMITMENTS
   2,835    3,481    1,859   34,172   33,921   38,866   39,261      717      322

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      1,028)
     548       51     -608    1,100    1,550    1,040      993      -12       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      8.8      4.7     86.3     85.7     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      11       10        9       47       62       60       80
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,357
COMMITMENTS
     903    1,287      138    4,204    3,730    5,245    5,155      112      202

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        331)
      70       -3       38      243      286      351      321      -20       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     24.0      2.6     78.5     69.6     97.9     96.2      2.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        8        4       24       34       29       45
 
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE         Code-064657
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,694
COMMITMENTS
     220       92      694   17,780   18,090   18,694   18,876    1,000      818

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:         65)
       0      -48       40       25       73       65       65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.5      3.5     90.3     91.9     94.9     95.8      5.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       25       23       28       25
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,407
COMMITMENTS
   1,088    2,112        0   16,807   15,698   17,895   17,810      512      597

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        512)
     512      512        0        0        0      512      512        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     11.5      0.0     91.3     85.3     97.2     96.8      2.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11        9       12       10
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      371,272
COMMITMENTS
  10,987   34,307        0  360,285  336,965  371,272  371,272        0        0

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      4,664)
   4,664    4,664        0        0        0    4,664    4,664        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      9.2      0.0     97.0     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       11       15       12
 
 
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A39
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      328,335
COMMITMENTS
  30,575        0        0  297,760  328,335  328,335  328,335        0        0

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      0.0      0.0     90.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       10       12       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       91,130
COMMITMENTS
       0        0        0   90,747   90,897   90,747   90,897      383      233

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     49,101)
       0        0        0   49,101   49,101   49,101   49,101        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.6     99.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       15       12       15
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,594,460
COMMITMENTS
       0        0        0  1594460  1594460  1594460  1594460        0        0

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    907,718)
       0        0        0  907,718  907,718  907,718  907,718        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:       24)
       0        0        0       15       16       15       16
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      146,680
COMMITMENTS
   3,950    8,827    4,483  137,993  133,370  146,426  146,680      254        0

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     -2,500)
       0        0        0   -2,500   -2,500   -2,500   -2,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      6.0      3.1     94.1     90.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        2       26       26       28       29
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,394,063
COMMITMENTS
   4,738  308,720        0  3389325  3085343  3394063  3394063        0        0

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    474,616)
       0        0        0  474,616  474,616  474,616  474,616        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      9.1      0.0     99.9     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       26       24       27       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,206
COMMITMENTS
       0    4,469    1,280   18,903   14,202   20,183   19,951       23      255

CHANGES FROM 07/22/14 (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     22.1      6.3     93.6     70.3     99.9     98.7      0.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       14       12       15       14
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,283
COMMITMENTS
       0    1,470    1,280   48,003   46,533   49,283   49,283        0        0

CHANGES FROM 07/22/14 (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      3.0      2.6     97.4     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       12       17       13
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       74,799
COMMITMENTS
   3,258        0    3,200   68,085   71,599   74,543   74,799      256        0

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      4.3     91.0     95.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       23       19       25       20
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,954
COMMITMENTS
   2,702        0    2,268   34,856   37,558   39,826   39,826      128      128

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.0      5.7     87.2     94.0     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       17       18       18       19
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,699
COMMITMENTS
     105      880        0   35,594   34,669   35,699   35,549        0      150

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     -1,280)
       0        0        0   -1,280   -1,280   -1,280   -1,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.5      0.0     99.7     97.1    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       21       14       22       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      321,571
COMMITMENTS
  22,348   11,850   23,480  275,743  286,241  321,571  321,571        0        0

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      3.7      7.3     85.7     89.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       14       13       15       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      917,663
COMMITMENTS
  94,686        0   23,690  799,287  893,973  917,663  917,663        0        0

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.0      2.6     87.1     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       19       18       20       19
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,723,601
COMMITMENTS
 246,851        0   23,520  1453230  1700081  1723601  1723601        0        0

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      4,240)
       0        0        0    4,240    4,240    4,240    4,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      0.0      1.4     84.3     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       20       17       22       18
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      625,842
COMMITMENTS
 234,682        0        0  391,160  625,842  625,842  625,842        0        0

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5      0.0      0.0     62.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       16       16       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      452,736
COMMITMENTS
       0        0        0  452,736  452,736  452,736  452,736        0        0

CHANGES FROM 07/22/14 (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:       25)
       0        0        0       15       16       15       16
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,368
COMMITMENTS
      62    4,424      780   30,777   26,587   31,619   31,791      749      577

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      2,429)
      28      136        9    2,354    2,204    2,391    2,349       38       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     13.7      2.4     95.1     82.1     97.7     98.2      2.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        5        5       39       34       44       41
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,333
COMMITMENTS
     401    3,430      352   15,357   12,274   16,110   16,056      223      277

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        644)
     -83      170       -3      730      432      644      599        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     21.0      2.2     94.0     75.1     98.6     98.3      1.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        2       30       23       34       26
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,946
COMMITMENTS
     216      190      119    4,106    4,389    4,441    4,698      505      248

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:         25)
      15        0        0       40        5       55        5      -30       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      3.8      2.4     83.0     88.7     89.8     95.0     10.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        1       20       18       23       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,628,926
COMMITMENTS
 470,115  105,376  563,294  499,084  901,473  1532493  1570143   96,433   58,783

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -13,910)
   2,541    9,246     -292  -15,953  -17,829  -13,704   -8,875     -206   -5,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      6.5     34.6     30.6     55.3     94.1     96.4      5.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     125       77      157       90      101      295      280
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      153,498
COMMITMENTS
  73,154   16,379    1,440   55,550   93,205  130,144  111,024   23,354   42,474

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      2,388)
   1,062      211      119      740    1,725    1,921    2,055      467      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     10.7      0.9     36.2     60.7     84.8     72.3     15.2     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        6        6       13       16       22       24
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       99,078
COMMITMENTS
  18,107   44,798   41,511   34,554    8,830   94,172   95,139    4,906    3,939

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      1,364)
  -3,082      212    2,725    2,848     -767    2,491    2,170   -1,127     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     45.2     41.9     34.9      8.9     95.0     96.0      5.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      15       10       23       12        9       37       33
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,686
COMMITMENTS
      30        0        0   12,546   12,674   12,576   12,674      110       12

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      1,440)
       0        0        0    1,440    1,440    1,440    1,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     98.9     99.9     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       18       11       19       11
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       45,440
COMMITMENTS
  32,666    6,593      888    8,360   36,541   41,914   44,022    3,526    1,418

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        744)
     813      154      -18     -117      326      678      462       66      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.9     14.5      2.0     18.4     80.4     92.2     96.9      7.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
     109       30       11       29       42      145       79
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       69,593
COMMITMENTS
  53,827    6,234      403   10,199   61,068   64,429   67,705    5,164    1,888

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     -1,123)
  -1,210     -793      109      353     -574     -748   -1,258     -375      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.3      9.0      0.6     14.7     87.8     92.6     97.3      7.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
     110       34       12       31       40      148       81
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      277,990
COMMITMENTS
  92,187   44,509   44,095  121,829  172,183  258,111  260,787   19,879   17,203

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -18,721)
  -4,043   -2,302       -5  -13,453  -17,047  -17,501  -19,354   -1,220      633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     16.0     15.9     43.8     61.9     92.8     93.8      7.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      67       41       60       72       90      171      163
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,754
COMMITMENTS
   8,258      366    2,655    5,910   11,474   16,823   14,495    2,931    5,259

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        585)
      89      366       76      768      162      933      604     -348      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8      1.9     13.4     29.9     58.1     85.2     73.4     14.8     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        1        7       10       17       19       24
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,621
COMMITMENTS
       0        0        0   19,391   16,249   19,391   16,249      230    3,372

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        315)
       0        0        0      315      125      315      125        0      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     82.8     98.8     82.8      1.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       14       15       14
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       20,026
COMMITMENTS
       0      948      867   17,892   16,978   18,759   18,793    1,267    1,233

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      4,197)
       0      250      125    4,497    3,697    4,622    4,072     -425      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      4.3     89.3     84.8     93.7     93.8      6.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        2       18       17       20       20
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,589
COMMITMENTS
   4,540    1,225      453    6,928   10,279   11,921   11,957    2,668    2,632

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      8.4      3.1     47.5     70.5     81.7     82.0     18.3     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        2       12       13       16       16
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,127
COMMITMENTS
      52      938      192    5,699    5,138    5,943    6,268    3,184    2,859

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     10.3      2.1     62.4     56.3     65.1     68.7     34.9     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       13       14       14       17
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       12,183
COMMITMENTS
   6,475    8,491      580    4,979    3,042   12,034   12,113      149       70

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        613)
     550      628       25      280      -40      855      613     -242        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.1     69.7      4.8     40.9     25.0     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      14        2        3        7        4       22        8
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:        5,711
COMMITMENTS
   2,957    2,764    1,886      319      712    5,162    5,362      549      349

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:         52)
     -30       12       40       31        1       41       53       11       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8     48.4     33.0      5.6     12.5     90.4     93.9      9.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8       10       13        2        3       16       22
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,630
COMMITMENTS
   1,022      845    1,200    5,378    5,469    7,600    7,514       30      116

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        400)
      50     -200      200      150      390      400      390        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     11.1     15.7     70.5     71.7     99.6     98.5      0.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        4       20       17       27       23
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,250
COMMITMENTS
   3,650      375      475   51,628   55,382   55,753   56,232      497       18

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      1,663)
   1,050        0        0      533    1,663    1,583    1,663       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.7      0.8     91.8     98.5     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        2        2       36       39       42       43
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,292
COMMITMENTS
   4,840       25       10    9,313   14,224   14,163   14,259      129       33

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        155)
      10      -50        0      145      325      155      275        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      0.2      0.1     65.2     99.5     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        1       12        9       17       11
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,063
COMMITMENTS
     785        0        0   35,273   36,063   36,058   36,063        5        0

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      1,965)
       0        0        0    1,965    1,965    1,965    1,965        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.0     97.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       26       21       29       21
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,005
COMMITMENTS
     385    2,725      300    7,270    4,830    7,955    7,855       50      150

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     34.0      3.7     90.8     60.3     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        1       18       12       23       16
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,490
COMMITMENTS
   1,883    2,927      524   19,601   18,478   22,008   21,929      482      561

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:         58)
       0        0        0       63       58       63       58       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     13.0      2.3     87.2     82.2     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8        5        3       31       28       39       36
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,319
COMMITMENTS
   2,178    1,073    1,842   17,116   18,314   21,136   21,229      183       90

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        990)
     273      -66      461      178      595      912      990       78        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      5.0      8.6     80.3     85.9     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11        7        8       29       33       42       47
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,503
COMMITMENTS
     650    1,110      220    1,513    1,143    2,383    2,473      120       30

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        230)
      80      -20       30      160      220      270      230      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     44.3      8.8     60.4     45.7     95.2     98.8      4.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        9        5       19       15       28       25
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,368
COMMITMENTS
   2,340      576      486   14,858   17,024   17,684   18,086      684      282

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      3.1      2.6     80.9     92.7     96.3     98.5      3.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        3       13       17       17       21
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,373
COMMITMENTS
   2,881    2,347    1,708   29,853   28,722   34,442   32,777    2,931    4,596

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      1,597)
     405      188      116      861      944    1,382    1,248      215      349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      6.3      4.6     79.9     76.9     92.2     87.7      7.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        3        3       20       22       27       26



Updated August 1, 2014