GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,960
COMMITMENTS
   7,491    2,381      912   32,031   37,622   40,434   40,915      526       45

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:      1,440)
     324      352     -146    1,262    1,234    1,440    1,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      5.8      2.2     78.2     91.9     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        6        4       35       44       40       54
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,646
COMMITMENTS
       0       50        0    5,606    5,586    5,606    5,636       40       10

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0     99.3     98.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       18       16       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,741
COMMITMENTS
     510      280      321   10,170   10,520   11,001   11,121      740      620

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        350)
      30        0       29      276      321      335      350       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      2.4      2.7     86.6     89.6     93.7     94.7      6.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        5       34       32       40       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,315
COMMITMENTS
     222      519      208    3,114    2,885    3,544    3,612      771      703

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:         17)
     -75       14       38       60      -24       23       28       -6      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     12.0      4.8     72.2     66.9     82.1     83.7     17.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        4       19       26       23       32
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,617
COMMITMENTS
     437      120       69    3,334    3,716    3,840    3,905      777      712

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:         88)
       5        5       -6       48       51       47       50       41       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      2.6      1.5     72.2     80.5     83.2     84.6     16.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       23       25       26       28
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,920
COMMITMENTS
     804    1,284      205    6,582    6,193    7,591    7,682      329      238

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        283)
      30       70        0      211      213      241      283       42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     16.2      2.6     83.1     78.2     95.8     97.0      4.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        7        7       27       25       36       35
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,565
COMMITMENTS
     103      497      205      911      663    1,219    1,365      346      200

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        290)
     -30       20      135      195      115      300      270      -10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     31.8     13.1     58.2     42.4     77.9     87.2     22.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        3       16       11       21       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,976
COMMITMENTS
     208    4,251      761   25,771   21,964   26,740   26,976      236        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:      1,591)
       0      245       25    1,566    1,321    1,591    1,591        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     15.8      2.8     95.5     81.4     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        3       27       20       31       23
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,079
COMMITMENTS
     796      973       63    3,677    3,919    4,536    4,955      543      124

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:         50)
     -20       -8       20       60       33       60       45      -10        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     19.2      1.2     72.4     77.2     89.3     97.6     10.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        4        3       22       15       29       21
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        3,755
COMMITMENTS
     200        0      140    3,265    3,441    3,605    3,581      150      174

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:         15)
      15        0        0        0       25       15       25        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      3.7     87.0     91.6     96.0     95.4      4.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        2       13       13       16       15
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      371,135
COMMITMENTS
  55,232   82,877   80,519  195,125  169,584  330,877  332,980   40,258   38,155

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:    -23,077)
    -481   -1,854  -16,676   -6,683   -4,297  -23,840  -22,827      763     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     22.3     21.7     52.6     45.7     89.2     89.7     10.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      44       41       49       75       80      150      144
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,026
COMMITMENTS
       0      575        0   40,782   48,018   40,782   48,593   12,244    4,433

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        298)
       0        0        0      511      488      511      488     -213     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     76.9     90.6     76.9     91.6     23.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       22       22       22       23
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      964,029
COMMITMENTS
 225,105  451,687  300,554  376,430  181,030  902,089  933,271   61,941   30,758

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:    -15,721)
  -1,059    1,180  -16,373    5,133    2,517  -12,300  -12,676   -3,421   -3,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     46.9     31.2     39.0     18.8     93.6     96.8      6.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      97      102      126       71       57      248      213
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,085,448
COMMITMENTS
  68,381   40,815  417,415  592,878  621,712  1078674  1079942    6,774    5,506

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:   -151,801)
   4,166   -5,954  -78,724  -76,423  -66,513 -150,981 -151,191     -820     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      3.8     38.5     54.6     57.3     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      32       27       52       51       48      108      102
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      415,776
COMMITMENTS
 196,173  135,433   75,872  138,132  196,242  410,177  407,547    5,600    8,229

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:    -29,706)
  -6,423   -6,380   -9,270  -12,354  -13,718  -28,047  -29,367   -1,660     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.2     32.6     18.2     33.2     47.2     98.7     98.0      1.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      16       10       25       30       32       61       57
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       72,342
COMMITMENTS
   8,944   13,030   14,692   44,259   38,203   67,895   65,925    4,447    6,417

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:    -15,452)
  -4,750    5,487   -8,398   -2,338  -13,231  -15,486  -16,142       34      690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     18.0     20.3     61.2     52.8     93.9     91.1      6.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11        8       16       17       17       34       35
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       42,507
COMMITMENTS
  17,860   18,202   19,765    4,761    4,407   42,386   42,374      121      133

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -1,111)
   2,003    1,094   -2,028   -1,082     -180   -1,107   -1,114       -5        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.0     42.8     46.5     11.2     10.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        8       15       12       13       28       33
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,687,544
COMMITMENTS
 754,859   95,946  183,415  690,623  1372193  1628897  1651554   58,647   35,990

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:   -129,080)
 -23,597    6,959  -65,063  -43,464  -70,563 -132,124 -128,667    3,044     -413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.7      5.7     10.9     40.9     81.3     96.5     97.9      3.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      22       17       35       55       51       94       90
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      557,493
COMMITMENTS
  23,019  137,681  101,866  427,068  313,837  551,953  553,384    5,540    4,109

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:    -33,050)
   3,897   28,660  -27,551   -9,089  -34,553  -32,743  -33,444     -307      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     24.7     18.3     76.6     56.3     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      12       19       21       36       33       62       59
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       85,507
COMMITMENTS
  57,411   43,274    8,182   19,089   32,992   84,682   84,448      825    1,059

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -3,686)
     155     -587   -1,512   -2,337   -1,857   -3,694   -3,956        8      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.1     50.6      9.6     22.3     38.6     99.0     98.8      1.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      17       15       19       17       17       42       43
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       30,493
COMMITMENTS
  16,851   20,044    1,837   11,175    7,677   29,863   29,558      630      935

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -2,961)
    -451   -1,119   -1,007   -1,438     -785   -2,896   -2,911      -65      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.3     65.7      6.0     36.6     25.2     97.9     96.9      2.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13       12       13       11       10       28       31
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       40,651
COMMITMENTS
   3,075    2,304    3,490   33,589   34,337   40,154   40,131      497      521

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        366)
     220       29     -173      317      511      364      368        2       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      5.7      8.6     82.6     84.5     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      14       12       14       49       63       70       82
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,206
COMMITMENTS
   1,232      652      752    3,847    4,622    5,831    6,026      375      180

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        204)
      75        4       46      102      154      223      204      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     10.5     12.1     62.0     74.5     94.0     97.1      6.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10        4        5       25       29       37       36
 
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE         Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,392
COMMITMENTS
   1,217        0      221   21,529   22,910   22,967   23,131    2,425    2,260

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:       -343)
       0        0        0     -302     -142     -302     -142      -41     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.0      0.9     84.8     90.2     90.4     91.1      9.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        2       23       22       26       24
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       11,152
COMMITMENTS
   1,239    2,475        0    9,613    8,677   10,852   11,152      300        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        128)
       0        0        0      128      128      128      128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     22.2      0.0     86.2     77.8     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       12       12       13       13
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      202,061
COMMITMENTS
  16,303   39,623        0  185,758  162,438  202,061  202,061        0        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:      4,239)
       0        0        0    4,239    4,239    4,239    4,239        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     19.6      0.0     91.9     80.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13       12       14       13
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,413,377
COMMITMENTS
       0        0        0  1413377  1413377  1413377  1413377        0        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       16       13       16
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      146,350
COMMITMENTS
   4,065    2,533    2,892  139,393  140,925  146,350  146,350        0        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
  -1,280        0        0    1,280        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.7      2.0     95.2     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        2       25       23       27       25
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,039,147
COMMITMENTS
     784  308,720        0  3038363  2730427  3039147  3039147        0        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     14,176)
       0        0        0   14,176   14,176   14,176   14,176        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.2      0.0    100.0     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       26       22       27       23
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,598
COMMITMENTS
       0    2,243      440   20,158   17,660   20,598   20,343        0      255

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.9      2.1     97.9     85.7    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       12       11       13       13
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,951
COMMITMENTS
   3,412        0      418   29,121   32,533   32,951   32,951        0        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      0.0      1.3     88.4     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       11       16       12
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,880
COMMITMENTS
     725      147    3,949   56,206   55,738   60,880   59,834        0    1,046

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.2      6.5     92.3     91.6    100.0     98.3      0.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       18       17       20       19
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,987
COMMITMENTS
   2,172        0    2,268   33,547   35,697   37,987   37,965        0       22

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      6.0     88.3     94.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       16       17       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,198
COMMITMENTS
       0        0        0   22,198   22,176   22,198   22,176        0       22

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       12       18       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      349,597
COMMITMENTS
   4,544    3,920   23,480  321,573  322,197  349,597  349,597        0        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.1      6.7     92.0     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       12       12       13       14
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      650,870
COMMITMENTS
 114,456        0    3,920  532,494  646,950  650,870  650,870        0        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      0.0      0.6     81.8     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       16       19       17
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,573,587
COMMITMENTS
 182,853        0   71,320  1319414  1502267  1573587  1573587        0        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.0      4.5     83.8     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       20       14       22       16
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      547,659
COMMITMENTS
 207,586        0        0  340,073  547,659  547,659  547,659        0        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9      0.0      0.0     62.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       14       17       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      338,800
COMMITMENTS
       0        0        0  338,800  338,800  338,800  338,800        0        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       13       12       13
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,078
COMMITMENTS
     373      162        0    6,395    6,766    6,768    6,928      310      150

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        366)
       0        0        0      366      366      366      366        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      2.3      0.0     90.4     95.6     95.6     97.9      4.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       15       16       17       17
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       75,763
COMMITMENTS
   3,450    6,289      838   70,775   68,308   75,063   75,435      700      328

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -3,946)
     100       65        0   -4,056   -4,004   -3,956   -3,939       10       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      8.3      1.1     93.4     90.2     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12        4        7       49       48       63       57
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,527
COMMITMENTS
       0      184      110   15,192   14,916   15,302   15,210      225      317

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        152)
       0      -60        0      172      232      172      172      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.7     97.8     96.1     98.6     98.0      1.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       19       16       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,300
COMMITMENTS
     808    4,407      207   20,761   17,456   21,776   22,070      524      230

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        451)
      30        0      -10      441      451      461      441      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     19.8      0.9     93.1     78.3     97.7     99.0      2.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        4       30       28       35       34
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,065
COMMITMENTS
     370    2,474    1,602   12,000    9,746   13,972   13,822       93      243

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:         77)
       0      -25      106      -56      -31       50       50       27       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     17.6     11.4     85.3     69.3     99.3     98.3      0.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        3       26       23       30       26
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,337
COMMITMENTS
     548      960       28   10,230   10,322   10,806   11,310      531       27

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        -57)
       0        0        0      -57      -57      -57      -57        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      8.5      0.2     90.2     91.0     95.3     99.8      4.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       20       19       23       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,343,842
COMMITMENTS
 429,543  117,841  1024551  798,107  1120908  2252201  2263300   91,641   80,542

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     58,769)
   5,239   13,874   29,533   17,013    8,827   51,785   52,235    6,983    6,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      5.0     43.7     34.1     47.8     96.1     96.6      3.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     138      138      192       86      100      331      334
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      136,339
COMMITMENTS
  67,780   14,333    2,823   38,952   79,938  109,555   97,094   26,784   39,245

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        -74)
      74        0     -180        0      909     -106      729       32     -803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.7     10.5      2.1     28.6     58.6     80.4     71.2     19.6     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        7        8       13       16       26       25
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,062
COMMITMENTS
   7,626      412   18,093   11,309   18,197   37,029   36,702    1,034    1,361

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:      6,715)
   1,382       89    5,044      295    1,600    6,721    6,733       -6      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      1.1     47.5     29.7     47.8     97.3     96.4      2.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        6       12       10        9       25       22
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      243,107
COMMITMENTS
  19,505    3,255   56,530  150,953  166,342  226,988  226,126   16,119   16,980

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:      4,981)
    -301     -161    1,560    3,355    3,327    4,614    4,726      367      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      1.3     23.3     62.1     68.4     93.4     93.0      6.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        3       12       25       25       37       37
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      178,253
COMMITMENTS
  13,186   65,042   75,019   85,240   31,557  173,445  171,618    4,807    6,634

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:      1,728)
   1,383      190      953     -756      449    1,579    1,592      149      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     36.5     42.1     47.8     17.7     97.3     96.3      2.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16       14       30       14       13       46       44
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      122,917
COMMITMENTS
   1,282    1,550   22,801   87,442   89,361  111,526  113,712   11,391    9,205

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:      2,016)
    -304      131      407    1,567    1,163    1,670    1,701      346      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      1.3     18.6     71.1     72.7     90.7     92.5      9.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        5        8       18       17       26       26
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,404
COMMITMENTS
       0       60        0   12,329   12,320   12,329   12,380       75       24

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.0     99.4     99.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       20       15       20       16
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       33,658
COMMITMENTS
  24,889    3,505      642    6,016   28,654   31,547   32,801    2,111      857

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        478)
     277      113      -26       69      393      320      480      158       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.9     10.4      1.9     17.9     85.1     93.7     97.5      6.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      86       24       10       22       38      113       68
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       65,623
COMMITMENTS
  44,420   16,550      592   13,895   45,482   58,906   62,623    6,716    2,999

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:     -2,255)
     723     -362     -328   -2,039     -884   -1,644   -1,574     -610     -681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.7     25.2      0.9     21.2     69.3     89.8     95.4     10.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
     103       43       14       39       40      147       92
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      347,246
COMMITMENTS
 108,264   30,572   83,492  134,699  211,040  326,455  325,103   20,790   22,142

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:    -29,486)
  -3,491    1,444  -12,042  -13,598  -17,210  -29,131  -27,808     -355   -1,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2      8.8     24.0     38.8     60.8     94.0     93.6      6.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      73       41       66       68       89      166      175
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,140
COMMITMENTS
   6,977    4,940    1,588    5,547    7,113   14,112   13,641    3,028    3,499

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        108)
      39       63      -15      -33        0       -9       48      117       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.7     28.8      9.3     32.4     41.5     82.3     79.6     17.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        5        8        9        9       18       18
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       24,884
COMMITMENTS
     575        0      625   22,343   23,161   23,543   23,786    1,341    1,098

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        197)
       0        0      150      -94       47       56      197      141        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      2.5     89.8     93.1     94.6     95.6      5.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        3       18       19       21       22
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,718
COMMITMENTS
   2,188    4,603    3,867    8,903    8,241   14,958   16,711    3,760    2,007

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:       -200)
    -200      125        0       75     -367     -125     -242      -75       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     24.6     20.7     47.6     44.0     79.9     89.3     20.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        7       12       14       20       21
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       23,736
COMMITMENTS
  12,786   20,775       47   10,705    2,897   23,538   23,719      198       17

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.9     87.5      0.2     45.1     12.2     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        2        2       12        7       22       10
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:        4,555
COMMITMENTS
   2,309    2,471    1,120      666      821    4,095    4,412      460      143

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        292)
      72       -2      240        2       54      314      292      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.7     54.2     24.6     14.6     18.0     89.9     96.9     10.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8       10       12        2        3       16       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,421
COMMITMENTS
     925      556      930    3,470    3,935    5,325    5,421       96        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:       -150)
       0     -150        0     -150        0     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     10.3     17.2     64.0     72.6     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        2       18       15       23       19
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,493
COMMITMENTS
   5,413        0        0   34,030   39,493   39,443   39,493       50        0

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:       -190)
       0        0        0     -190     -190     -190     -190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      0.0      0.0     86.2    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        0       29       25       33       25
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,150
COMMITMENTS
     385      825        0    2,765    2,300    3,150    3,125        0       25

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     26.2      0.0     87.8     73.0    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        0       13       11       16       14
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,077
COMMITMENTS
   2,238      865      577    4,978    6,613    7,793    8,055      284       22

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     10.7      7.1     61.6     81.9     96.5     99.7      3.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        1       12       11       16       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,089
COMMITMENTS
   1,892      918    1,163   14,721   15,906   17,776   17,987      313      102

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        100)
       0       18       57       43       25      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      5.1      6.4     81.4     87.9     98.3     99.4      1.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        7        7       27       23       36       33
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,192
COMMITMENTS
   1,215      992      594   12,189   12,500   13,998   14,086      194      106

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:         83)
     -50        9        0      133       74       83       83        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      7.0      4.2     85.9     88.1     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8        4        5       30       32       39       40
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,867
COMMITMENTS
   1,458      540      502      867    1,585    2,827    2,627       40      240

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        120)
      80      -30       30        0      100      110      100       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.9     18.8     17.5     30.2     55.3     98.6     91.6      1.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        8        4       18       19       25       30
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,032
COMMITMENTS
   2,082    2,055      632   12,866   13,294   15,580   15,981      452       51

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        -96)
       0        0        0        0        0        0        0      -96      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     12.8      3.9     80.3     82.9     97.2     99.7      2.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        5       12       15       18       22
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,582
COMMITMENTS
   1,903    1,869    1,258   27,011   25,728   30,172   28,855    2,410    3,727

CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST:        -91)
       0      -10        0     -181     -155     -181     -165       90       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      5.7      3.9     82.9     79.0     92.6     88.6      7.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       20       23       23       28



Updated January 2, 2015