GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       63,858
COMMITMENTS
  19,105    3,070      802   43,485   59,980   63,392   63,852      466        6

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:       -230)
     327     -628     -296     -261      694     -230     -230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      4.8      1.3     68.1     93.9     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        8        4       34       43       40       53                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,825
COMMITMENTS
       0        0        0    3,825    3,825    3,825    3,825        0        0

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        -87)
       0        0        0      -87      -87      -87      -87        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:       22)
       0        0        0       15       20       15       20                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,622
COMMITMENTS
     889      155      532    8,277    9,221    9,698    9,908      924      714

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        210)
      -6      -35       30      135      212      159      207       51        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      1.5      5.0     77.9     86.8     91.3     93.3      8.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        7       29       31       37       38                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,046
COMMITMENTS
     197       62      130    1,078    1,343    1,405    1,535      641      511

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:         97)
      -7        0       18       -9       -3        2       15       95       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      3.0      6.4     52.7     65.6     68.7     75.0     31.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       17       17       21       21                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,433
COMMITMENTS
     972       67      643    5,216    6,251    6,831    6,961      602      472

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        519)
     -19      -25       42      474      484      497      501       22       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      0.9      8.7     70.2     84.1     91.9     93.6      8.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        2        6       34       36       41       43                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,495
COMMITMENTS
     868    1,319      335    4,816    4,123    6,019    5,777      476      718

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        521)
     205      171      -31      425      530      599      670      -78     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     20.3      5.2     74.1     63.5     92.7     88.9      7.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        7        5       27       27       38       35                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,865
COMMITMENTS
      64   11,253      261   29,381   18,351   29,706   29,865      159        0

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        809)
       0      110        0      809      939      809    1,049        0     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     37.7      0.9     98.4     61.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       25       18       28       20                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,417
COMMITMENTS
     686    1,584       47    2,932    2,353    3,665    3,984      752      433

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        466)
      57       82       15      399      364      471      461       -5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     35.9      1.1     66.4     53.3     83.0     90.2     17.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        6        3       16       12       23       20                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        3,782
COMMITMENTS
       0      404      375    2,808    2,842    3,183    3,621      599      161

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.7      9.9     74.2     75.1     84.2     95.7     15.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       14       13       16       15                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      391,674
COMMITMENTS
  61,904   57,390   78,447  205,917  216,678  346,268  352,515   45,406   39,159

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     14,902)
   2,934      268    6,947    2,083    5,319   11,964   12,534    2,938    2,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     14.7     20.0     52.6     55.3     88.4     90.0     11.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      41       47       63       81       79      161      159                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       58,368
COMMITMENTS
       0      800        0   46,972   52,872   46,972   53,672   11,396    4,696

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      6,642)
       0        0        0    6,829    6,594    6,829    6,594     -187       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      0.0     80.5     90.6     80.5     92.0     19.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       24       28       24       29                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,000,364
COMMITMENTS
 245,140  468,569  300,316  384,296  200,874  929,752  969,759   70,612   30,605

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:       -523)
  -3,682  -14,431    8,162   -7,129    6,553   -2,649      284    2,126     -807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     46.8     30.0     38.4     20.1     92.9     96.9      7.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      88      114      124       56       50      234      209                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      409,783
COMMITMENTS
 201,009  152,763   62,134  143,038  189,931  406,181  404,828    3,602    4,955

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      5,466)
    -422      682    2,260    3,995    2,876    5,833    5,818     -367     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     37.3     15.2     34.9     46.3     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       16       28       34       34       68       63                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      105,016
COMMITMENTS
  17,845   28,490   14,362   64,893   57,729   97,100  100,581    7,916    4,435

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      2,533)
  -1,722      721    1,121    2,827    2,076    2,226    3,918      307   -1,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     27.1     13.7     61.8     55.0     92.5     95.8      7.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       18       23       18       17       42       43                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,707,242
COMMITMENTS
 751,647   50,862  146,272  764,633  1481145  1662552  1678279   44,690   28,963

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     21,825)
   8,000     -442    7,161    5,632   15,148   20,793   21,867    1,032      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0      3.0      8.6     44.8     86.8     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      27       12       31       55       56       94       89                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      497,747
COMMITMENTS
  43,049   98,578   76,643  374,358  320,187  494,050  495,408    3,697    2,339

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      1,968)
     347    6,106       58    1,451   -4,196    1,856    1,968      112        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     19.8     15.4     75.2     64.3     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19       22       32       37       36       74       72                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      125,773
COMMITMENTS
  65,224   30,514   24,850   34,852   68,698  124,926  124,062      847    1,711

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      6,279)
   4,628    1,414    2,290      -96    2,908    6,822    6,612     -543     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     24.3     19.8     27.7     54.6     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18       18       20       20       19       48       47                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       34,125
COMMITMENTS
  21,131   11,482    3,921    8,530   17,939   33,582   33,342      543      783

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        604)
     541      741     -437      430      215      534      519       70       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.9     33.6     11.5     25.0     52.6     98.4     97.7      1.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       13       15       12       15       32       35                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        4,501
COMMITMENTS
     190      400      120    4,101    3,826    4,411    4,346       90      155

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        130)
       0        0       10      150      130      160      140      -30      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      8.9      2.7     91.1     85.0     98.0     96.6      2.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       16       19       19       24                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       53,021
COMMITMENTS
   4,184    1,193    3,062   45,241   48,456   52,487   52,711      534      310

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      3,782)
     470     -133      -48    3,285    3,937    3,707    3,756       75       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      2.3      5.8     85.3     91.4     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      16        7        8       45       61       64       74                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,350
COMMITMENTS
     963      555      237    2,869    3,258    4,069    4,050      281      300

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        294)
     102       95      -22      239      251      319      324      -25      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     12.8      5.4     66.0     74.9     93.5     93.1      6.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        4        5       19       27       25       35                  
 
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE         Code-064657
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,270
COMMITMENTS
     568        0      132   11,040   11,310   11,740   11,442      530      828

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      1.1     90.0     92.2     95.7     93.3      4.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        1       15       14       18       15                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      124,830
COMMITMENTS
   7,055    1,920    2,540  115,106  120,370  124,701  124,830      129        0

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      7,880)
   4,480        0        0    3,400    7,880    7,880    7,880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      1.5      2.0     92.2     96.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       18       16       20       18                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,686,023
COMMITMENTS
       0  216,280        0  2686023  2469743  2686023  2686023        0        0

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     54,839)
       0        0        0   54,839   54,839   54,839   54,839        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       16       20       17                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       41,697
COMMITMENTS
   1,168        0    2,565   37,964   39,132   41,697   41,697        0        0

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      6.2     91.0     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       11       12       13       13                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,193,501
COMMITMENTS
  77,502        0   70,560  1045439  1122941  1193501  1193501        0        0

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     84,528)
       0        0        0   84,528   84,528   84,528   84,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      5.9     87.6     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       15        8       17        9                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,587
COMMITMENTS
     198       62        2   15,202   15,374   15,402   15,438      185      149

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        405)
     -15        0        0      420      405      405      405        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.4      0.0     97.5     98.6     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        1       26       23       27       25                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       70,015
COMMITMENTS
   1,219    8,372    1,160   66,576   59,609   68,955   69,141    1,060      874

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        101)
     219      -79      -62     -151      221        6       80       95       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     12.0      1.7     95.1     85.1     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       3        9        6       53       47       61       59                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,655
COMMITMENTS
   2,585    5,329      696   23,719   21,246   27,000   27,271      655      384

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        674)
     -10        6       57      703      663      750      726      -76      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     19.3      2.5     85.8     76.8     97.6     98.6      2.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        5        3       32       34       37       39                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,874
COMMITMENTS
      85      801    1,036    8,749    7,831    9,870    9,668        4      206

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:       -195)
     -50     -295        0     -125      110     -175     -185      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      8.1     10.5     88.6     79.3    100.0     97.9      0.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       25       19       29       22                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,592
COMMITMENTS
       0      629      166    9,411    9,652    9,577   10,447    1,015      145

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        180)
       0       40        0      171      141      171      181        9       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      1.6     88.9     91.1     90.4     98.6      9.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       21       22       23       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,668,737
COMMITMENTS
 464,330  210,647  538,946  590,689  847,827  1593965  1597420   74,772   71,317

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:    -64,958)
  -3,704    7,000  -21,422  -38,763  -38,527  -63,889  -52,949   -1,069  -12,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     12.6     32.3     35.4     50.8     95.5     95.7      4.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
     118      117      152       86      105      293      303                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      142,052
COMMITMENTS
  71,552    7,062    3,800   48,556   74,490  123,908   85,352   18,144   56,700

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        538)
    -432     -463      146    1,388      909    1,102      592     -564      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4      5.0      2.7     34.2     52.4     87.2     60.1     12.8     39.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        3        3       14       16       21       20                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      140,241
COMMITMENTS
  14,349   70,291   50,327   70,406   14,098  135,082  134,716    5,159    5,525

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     -5,960)
     406       -2   -2,741   -3,456   -3,223   -5,791   -5,966     -169        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     50.1     35.9     50.2     10.1     96.3     96.1      3.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      14       10       24       18       16       43       42                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,706
COMMITMENTS
       0        0        0    9,676    9,526    9,676    9,526       30      180

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     -1,640)
       0        0        0   -1,640   -1,820   -1,640   -1,820        0      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     98.1     99.7     98.1      0.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       20       18       20       18                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       36,428
COMMITMENTS
  23,083   17,037    1,189   10,523   16,277   34,795   34,503    1,633    1,925

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        223)
  -1,069     -103      316      978      -34      225      179       -2       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.4     46.8      3.3     28.9     44.7     95.5     94.7      4.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      56       64       18       32       26       99      102                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       80,783
COMMITMENTS
  57,445   37,306    1,106   16,489   38,374   75,040   76,786    5,743    3,997

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        894)
     636      923      174       85     -361      895      736       -1      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.1     46.2      1.4     20.4     47.5     92.9     95.1      7.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
     107       75       16       29       27      145      111                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      368,418
COMMITMENTS
 116,298   65,718   61,509  168,812  219,797  346,619  347,024   21,799   21,394

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:       -123)
   9,384    3,382   -4,455   -5,391     -111     -462   -1,184      339    1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     17.8     16.7     45.8     59.7     94.1     94.2      5.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      76       43       63       77       85      180      167                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,774
COMMITMENTS
   5,583        0      994    5,003   10,790   11,580   11,784    3,194    2,990

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      1,082)
     487      -16      228      217      755      932      967      150      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8      0.0      6.7     33.9     73.0     78.4     79.8     21.6     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        0        4       10       11       17       15                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,000
COMMITMENTS
       0    4,940        0   18,165   11,755   18,165   16,695      835    2,305

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        425)
       0      300        0      425       -5      425      295        0      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     26.0      0.0     95.6     61.9     95.6     87.9      4.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       13       15       13       17                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,645
COMMITMENTS
   6,096      253    5,538    9,858   17,562   21,492   23,353    4,153    2,292

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      1,284)
     425     -497      472      257      912    1,154      887      130      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      1.0     21.6     38.4     68.5     83.8     91.1     16.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        5       13       20       20       25                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       21,505
COMMITMENTS
  14,243   16,631       75    7,078    4,799   21,396   21,505      109        0

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        194)
     259       29        0      -65      165      194      194        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.2     77.3      0.3     32.9     22.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        4        1        9       10       18       15                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       17,204
COMMITMENTS
   6,682    7,446    6,087    3,829    3,171   16,598   16,704      606      500

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:         65)
    -318     -368      353      -40       30       -5       15       70       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     43.3     35.4     22.3     18.4     96.5     97.1      3.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      17       22       26        8        8       40       43                  
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,137
COMMITMENTS
     136      943      250    2,524    1,717    2,910    2,910      227      227

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:       -200)
     -50      100     -100      -50     -200     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     30.1      8.0     80.5     54.7     92.8     92.8      7.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       10        9       13       12                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,921
COMMITMENTS
   4,974        0        0   31,932   36,921   36,906   36,921       15        0

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      1,722)
    -105      -50        0    1,827    1,772    1,722    1,722        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.0      0.0     86.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        0       26       25       30       25                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,934
COMMITMENTS
   2,580    2,318      330    6,024    6,286    8,934    8,934        0        0

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        600)
       0      300        0      600      300      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     25.9      3.7     67.4     70.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        4       13        9       19       13                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,045
COMMITMENTS
   1,078    3,380      355   12,730   11,225   14,163   14,960      882       85

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        -21)
       0       96        0      -21     -117      -21      -21        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     22.5      2.4     84.6     74.6     94.1     99.4      5.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        7        4       23       21       28       31                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,350
COMMITMENTS
   1,583    1,269      639   10,798   11,107   13,020   13,015      330      335

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        194)
     356      -80       56     -209      218      203      194       -9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      9.5      4.8     80.9     83.2     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        9        6       25       25       34       35                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,627
COMMITMENTS
     615      460      350      410      517    1,375    1,327      252      300

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:         40)
     -40        0       40       60        0       60       40      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     28.3     21.5     25.2     31.8     84.5     81.6     15.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        8        3        9       11       16       21                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,746
COMMITMENTS
   1,572    1,818      228    8,460    8,646   10,260   10,692      486       54

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     16.9      2.1     78.7     80.5     95.5     99.5      4.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        4       10       10       14       16                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,849
COMMITMENTS
   2,494    4,375    1,893   27,362   23,580   31,749   29,848    3,100    5,001

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        620)
     188      288      -22      612      712      778      978     -158     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     12.6      5.4     78.5     67.7     91.1     85.6      8.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        5       21       22       27       27                  



Updated July 24, 2015