GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,676
COMMITMENTS
   8,520    2,462    2,555   36,971   43,460   48,046   48,477      630      199

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      5,013)
     389      195      938    3,578    3,772    4,905    4,905      108      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      5.1      5.2     76.0     89.3     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        6        5       32       41       38       52
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,015
COMMITMENTS
       0       50        0    5,951    5,958    5,951    6,008       64        7

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        422)
       0        0        0      424      415      424      415       -2        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0     98.9     99.1     98.9     99.9      1.1      0.1

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
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,013
COMMITMENTS
     610       65      403   10,985   11,753   11,998   12,221    1,015      792

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,831)
     -26      -15       48    1,844    1,862    1,866    1,895      -35      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.5      3.1     84.4     90.3     92.2     93.9      7.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        4       31       32       36       36
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,503
COMMITMENTS
     184      666      313    3,346    2,912    3,843    3,891      660      612

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        479)
      -5      109       40      403      392      438      541       41      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     14.8      7.0     74.3     64.7     85.3     86.4     14.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        4       24       26       28       31
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,673
COMMITMENTS
     652      116      424    3,970    4,522    5,046    5,062      627      611

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        904)
      67       16      158      725      778      950      952      -46      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      2.0      7.5     70.0     79.7     88.9     89.2     11.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        5       28       31       33       36
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,268
COMMITMENTS
     622    1,097      295    5,267    5,409    6,184    6,801    1,084      467

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        441)
     -20       -8      145      272      323      397      460       44      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     15.1      4.1     72.5     74.4     85.1     93.6     14.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        8        5       29       30       37       39
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,497
COMMITMENTS
       0      620       40      911      657      951    1,317      546      180

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        200)
       0      100       40      160       95      200      235        0      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     41.4      2.7     60.9     43.9     63.5     88.0     36.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        7        1       12        9       13       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,019
COMMITMENTS
     283    5,250    2,675   30,952   26,094   33,910   34,019      109        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,556)
       0      430      685    1,871    1,441    2,556    2,556        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     15.4      7.9     91.0     76.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        2       28       21       33       24
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,893
COMMITMENTS
     688      463      356    3,371    3,831    4,415    4,650      478      243

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        278)
     -30       23       46      200      175      216      244       62       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      9.5      7.3     68.9     78.3     90.2     95.0      9.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        4       18       15       24       20
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,031
COMMITMENTS
     332        0      331    3,191    3,519    3,854    3,850      177      181

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        310)
     -80        0      150      195      140      265      290       45       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.0      8.2     79.2     87.3     95.6     95.5      4.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       17       17       19       19
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      392,614
COMMITMENTS
  68,386   99,776   72,481  208,750  182,828  349,617  355,085   42,997   37,529

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     15,135)
  -1,286   -1,565    2,028   10,331   15,035   11,073   15,498    4,062     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     25.4     18.5     53.2     46.6     89.0     90.4     11.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      45       46       57       78       79      159      152
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,763
COMMITMENTS
       0      500        0   38,842   45,327   38,842   45,827   13,921    6,936

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      4,103)
       0        0        0    2,401    3,488    2,401    3,488    1,702      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     73.6     85.9     73.6     86.9     26.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       21       21       21       22
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,000,469
COMMITMENTS
 221,815  450,669  324,939  392,736  194,858  939,490  970,466   60,979   30,003

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:    -19,102)
 -13,659    5,694   -6,969    4,003  -11,641  -16,625  -12,916   -2,477   -6,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     45.0     32.5     39.3     19.5     93.9     97.0      6.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      96      108      129       67       56      247      223
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      436,544
COMMITMENTS
 208,497  156,519   74,715  148,362  198,043  431,574  429,277    4,970    7,267

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     14,230)
  10,296   15,994      479    3,052   -2,679   13,827   13,794      403      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8     35.9     17.1     34.0     45.4     98.9     98.3      1.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      20       12       27       36       34       68       62
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      102,004
COMMITMENTS
  18,397   23,156   25,358   53,119   46,400   96,874   94,914    5,130    7,090

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     15,015)
   3,634    5,831    5,812    5,312    4,238   14,758   15,881      257     -866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     22.7     24.9     52.1     45.5     95.0     93.0      5.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       12       17       18       19       39       41
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,804,808
COMMITMENTS
 780,578  126,122  202,936  762,560  1440010  1746074  1769068   58,734   35,740

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     43,987)
   5,114    5,188   12,768   24,230   26,107   42,112   44,063    1,875      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2      7.0     11.2     42.3     79.8     96.7     98.0      3.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      24       18       34       58       53       97       92
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      614,433
COMMITMENTS
  36,024  142,975  127,929  445,440  340,170  609,393  611,074    5,040    3,359

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     28,088)
   6,311   10,493    9,224   12,746    8,222   28,281   27,939     -193      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     23.3     20.8     72.5     55.4     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      15       21       27       38       37       69       69
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      103,425
COMMITMENTS
  55,905   47,900   15,743   30,527   38,583  102,175  102,226    1,250    1,199

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      6,830)
     505      979    2,194    4,131    3,672    6,830    6,845        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.1     46.3     15.2     29.5     37.3     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      17       17       18       20       17       47       42
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       33,814
COMMITMENTS
  20,156   19,659    2,063   10,535   11,357   32,754   33,079    1,060      735

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        240)
     -90     -312      192      148      380      250      260      -10      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.6     58.1      6.1     31.2     33.6     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15       12       14       11       12       32       33
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       38,379
COMMITMENTS
   2,915    1,146    2,477   32,389   34,215   37,781   37,838      598      541

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,105)
     -38     -174       42    2,161    2,286    2,165    2,154      -60      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      3.0      6.5     84.4     89.2     98.4     98.6      1.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7       10        8       45       54       57       68
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,745
COMMITMENTS
       0       25        0    2,670    2,640    2,670    2,665       75       80

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     97.3     96.2     97.3     97.1      2.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       13       13       14
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,959
COMMITMENTS
     394      720      669    3,530    3,309    4,593    4,698      366      261

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        153)
    -110      -29       43      110      130       43      144      110        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     14.5     13.5     71.2     66.7     92.6     94.7      7.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        6        7       23       31       32       40
 
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE         Code-064657
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,004
COMMITMENTS
   1,126        0      132   17,172   18,456   18,430   18,588      574      416

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      0.7     90.4     97.1     97.0     97.8      3.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       18       16       21       17
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,376,921
COMMITMENTS
       0        0        0  1376921  1376921  1376921  1376921        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       16       12       16
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      142,148
COMMITMENTS
   3,845    2,555    2,540  135,763  137,053  142,148  142,148        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.8      1.8     95.5     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       20       20       21       22
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,021,788
COMMITMENTS
       0  308,720        0  3021788  2713068  3021788  3021788        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       23       15       23       16
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,524
COMMITMENTS
     725      147    3,729   52,070   51,473   56,524   55,349        0    1,175

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.3      6.6     92.1     91.1    100.0     97.9      0.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       14       12       16       14
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      602,574
COMMITMENTS
 117,904        0        0  484,670  602,574  602,574  602,574        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      0.0      0.0     80.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       12       13       14       13
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,525,795
COMMITMENTS
 170,733        0   71,320  1283742  1454475  1525795  1525795        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.0      4.7     84.1     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       16       11       18       13
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,704
COMMITMENTS
     447      162        0    7,917    8,407    8,364    8,569      340      135

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,320)
      48        0        0    1,272    1,320    1,320    1,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      1.9      0.0     91.0     96.6     96.1     98.4      3.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       14       15       16       16
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       71,734
COMMITMENTS
   3,224    6,107      955   66,632   64,231   70,811   71,293      923      441

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        660)
    -513      285      255      822      132      564      672       96      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      8.5      1.3     92.9     89.5     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      11        3        7       44       46       58       54
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,168
COMMITMENTS
     573    2,737      281   19,854   17,898   20,708   20,916      460      252

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,108)
      40       45       78    1,039      961    1,157    1,084      -49       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     12.9      1.3     93.8     84.6     97.8     98.8      2.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        3       31       26       34       31
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,997
COMMITMENTS
     170    1,423    1,997   11,418   10,445   13,585   13,865      412      132

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        357)
       0      -40      160      -58      222      102      342      255       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     10.2     14.3     81.6     74.6     97.1     99.1      2.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        3       21       21       25       25
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,570
COMMITMENTS
     546      924       44   10,391   10,517   10,981   11,485      589       85

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        305)
      42       -5       -2      230      299      270      292       35       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      8.0      0.4     89.8     90.9     94.9     99.3      5.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       22       19       26       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,668,047
COMMITMENTS
 496,281  222,010  519,451  568,519  855,154  1584251  1596615   83,796   71,432

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     77,025)
  15,773   22,771   14,667   45,500   45,884   75,940   83,322    1,085   -6,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     13.3     31.1     34.1     51.3     95.0     95.7      5.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     125      120      147       93      104      311      299
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      128,206
COMMITMENTS
  61,431   14,031    1,848   41,058   70,191  104,337   86,070   23,869   42,136

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,836)
   1,702      278      143    1,224    1,563    3,069    1,984     -233      852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     10.9      1.4     32.0     54.7     81.4     67.1     18.6     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        6        4       14       15       21       23
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      146,164
COMMITMENTS
  10,398   59,863   62,603   68,829   17,093  141,830  139,559    4,334    6,605

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,486)
  -2,217   -1,821    2,042    1,313    1,451    1,138    1,672      348     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     41.0     42.8     47.1     11.7     97.0     95.5      3.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17       13       25       14       11       42       39
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,239
COMMITMENTS
       0       30        0   11,239   11,197   11,239   11,227        0       12

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     -2,080)
       0      -30        0   -2,080   -2,038   -2,080   -2,068        0      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0    100.0     99.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       22       16       22       17
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       34,098
COMMITMENTS
  24,917    5,397    1,046    6,087   26,236   32,050   32,679    2,048    1,419

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:       -420)
    -293      446      -78      101     -849     -270     -481     -150       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.1     15.8      3.1     17.9     76.9     94.0     95.8      6.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      76       36       13       21       32      103       79
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       65,908
COMMITMENTS
  47,515   12,672      253   11,734   50,419   59,502   63,344    6,406    2,564

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     -2,037)
  -1,621   -3,392      124      133    1,198   -1,364   -2,070     -673       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.1     19.2      0.4     17.8     76.5     90.3     96.1      9.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
     125       39        9       24       35      153       79
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      376,283
COMMITMENTS
 131,849   47,301   76,082  147,783  231,037  355,714  354,420   20,569   21,863

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     -5,503)
   3,591   -3,361   -2,189   -8,127    1,478   -6,725   -4,072    1,222   -1,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     12.6     20.2     39.3     61.4     94.5     94.2      5.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      72       47       67       86       99      190      184
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,440
COMMITMENTS
   5,654    6,045    1,368    6,199    5,862   13,221   13,275    3,219    3,165

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     36.8      8.3     37.7     35.7     80.4     80.7     19.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        8        9       10       18       19
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       24,977
COMMITMENTS
     700        0      900   22,480   22,765   24,080   23,665      897    1,312

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        300)
      50        0      150       75     -150      275        0       25      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      3.6     90.0     91.1     96.4     94.7      3.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        4       18       19       22       23
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,529
COMMITMENTS
   1,804    4,919    4,216    8,928    7,973   14,948   17,108    4,581    2,421

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,170)
     307     -551    1,103      337    1,112    1,747    1,664      423      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     25.2     21.6     45.7     40.8     76.5     87.6     23.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        4        5       13       14       20       20
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       22,498
COMMITMENTS
  11,684   19,831        0   10,608    2,650   22,292   22,481      206       17

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        492)
    -338      -48        0      830      540      492      492        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     88.1      0.0     47.2     11.8     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        2        0       12        4       18        6
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:        5,279
COMMITMENTS
   2,963    2,939    1,278      684      839    4,925    5,056      354      223

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.1     55.7     24.2     13.0     15.9     93.3     95.8      6.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6       10        8        4        4       15       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,541
COMMITMENTS
     840      678      700    2,866    3,067    4,406    4,445      135       96

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        -30)
      50      -50        0      -80       20      -30      -30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     14.9     15.4     63.1     67.5     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        1       13       13       18       16
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,550
COMMITMENTS
   5,991        0        0   29,529   35,520   35,520   35,520       30       30

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        137)
     750        0        0     -613      137      137      137        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      0.0      0.0     83.1     99.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       25       22       28       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,667
COMMITMENTS
   3,539      340      652    4,458    7,663    8,649    8,655       18       12

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8      3.9      7.5     51.4     88.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        2       13       11       18       14
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,108
COMMITMENTS
   2,216      852      849   12,488   15,285   15,553   16,986    1,555      122

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        465)
    -207     -149      147      199      467      139      465      326        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      5.0      5.0     73.0     89.3     90.9     99.3      9.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        7        5       21       22       29       31
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,279
COMMITMENTS
   1,717      926      626   10,508   11,610   12,851   13,162      428      117

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        939)
     213      -36       91      617      884      921      939       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      7.0      4.7     79.1     87.4     96.8     99.1      3.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        5        4       24       29       33       37
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,419
COMMITMENTS
   1,030      964      390      849      920    2,269    2,274      150      145

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:         72)
      20      -18        0        7      110       27       92       45      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     39.9     16.1     35.1     38.0     93.8     94.0      6.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3       11        6       14       15       22       28
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,913
COMMITMENTS
   1,812    2,151      456   12,033   12,210   14,301   14,817      612       96

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     14.4      3.1     80.7     81.9     95.9     99.4      4.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        4       10       11       15       17
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 01/27/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,007
COMMITMENTS
   2,376    1,865      736   27,344   26,753   30,456   29,354    2,551    3,653

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,630)
     343     -163      207    2,448    3,021    2,998    3,065     -368     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      5.7      2.2     82.8     81.1     92.3     88.9      7.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        4       24       21       28       26



Updated January 30, 2015