GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,001
COMMITMENTS
  19,910    3,262    1,096   42,547   59,535   63,553   63,893      448      108

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      1,323)
     124       11      229      970    1,033    1,323    1,273        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      5.1      1.7     66.5     93.0     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        8        5       39       43       47       53                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,310
COMMITMENTS
       0        0        0    5,310    5,310    5,310    5,310        0        0

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        185)
       0        0        0      185      185      185      185        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       16       18       16       18                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,050
COMMITMENTS
     782      125      540    6,699    7,679    8,021    8,344    1,029      706

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -1,228)
    -200        6      -94   -1,100   -1,197   -1,394   -1,285      166       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      1.4      6.0     74.0     84.9     88.6     92.2     11.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        1        6       28       28       34       34                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,561
COMMITMENTS
     177       52      311    1,628    1,652    2,116    2,015      445      546

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        429)
      56      -36       65      290      275      411      304       18      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      2.0     12.1     63.6     64.5     82.6     78.7     17.4     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       21       21       25       25                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,188
COMMITMENTS
   1,167      679      242    6,059    6,771    7,468    7,692      720      496

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        565)
     180      111        9      293      330      482      450       83      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      8.3      3.0     74.0     82.7     91.2     93.9      8.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        1        5       33       39       39       45                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,668
COMMITMENTS
   1,191    1,875      568    4,468    3,197    6,227    5,640      441    1,028

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -1,203)
       6       53      -94   -1,041   -1,270   -1,129   -1,311      -74      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     28.1      8.5     67.0     47.9     93.4     84.6      6.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        5        5       24       21       34       28                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,257
COMMITMENTS
     210      359       66      717      568      993      993      264      264

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        341)
      30      124       46      194       80      270      250       71       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     28.6      5.3     57.0     45.2     79.0     79.0     21.0     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        2        9        9       15       14                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,183
COMMITMENTS
     150   11,060      364   27,512   16,739   28,026   28,163      157       20

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -2,570)
       0     -523       38   -2,567   -2,085   -2,529   -2,570      -41        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     39.2      1.3     97.6     59.4     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        2       23       21       26       24                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,378
COMMITMENTS
     471    1,123      143    3,120    2,664    3,734    3,930      644      448

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        266)
      -8       -6       50      210      158      252      202       14       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     25.7      3.3     71.3     60.8     85.3     89.8     14.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        6        4       16       17       24       24                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      415,701
COMMITMENTS
  61,095   66,993   84,303  231,877  226,413  377,275  377,709   38,426   37,992

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -20,291)
  -9,224   -5,965   -4,411     -629   -4,954  -14,264  -15,330   -6,027   -4,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     16.1     20.3     55.8     54.5     90.8     90.9      9.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      40       47       58       83       84      160      156                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       66,578
COMMITMENTS
       0      500        0   52,436   58,042   52,436   58,542   14,142    8,036

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      2,682)
       0        0        0    1,463    1,272    1,463    1,272    1,219    1,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0     78.8     87.2     78.8     87.9     21.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       22       27       22       28                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      922,375
COMMITMENTS
 239,013  465,394  222,945  396,246  195,149  858,204  883,488   64,171   38,887

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -19,706)
 -14,229   -7,920   -8,752    5,368   -3,272  -17,613  -19,944   -2,093      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     50.5     24.2     43.0     21.2     93.0     95.8      7.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      89      119      121       63       56      229      231                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      379,212
COMMITMENTS
 177,899  134,208   58,056  139,754  182,364  375,709  374,628    3,503    4,584

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -21,374)
  -7,858   -9,200   -3,925   -9,065   -7,878  -20,848  -21,003     -526     -371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     35.4     15.3     36.9     48.1     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20        9       25       34       36       67       61                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       91,728
COMMITMENTS
  11,356   23,395    9,419   62,622   52,643   83,397   85,457    8,331    6,271

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -11,317)
  -2,679   -4,132   -3,731   -5,451   -4,694  -11,861  -12,557      544    1,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     25.5     10.3     68.3     57.4     90.9     93.2      9.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8       14       16       18       18       37       37                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,647,934
COMMITMENTS
 714,831   63,320  114,330  781,998  1445683  1611159  1623333   36,775   24,601

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -67,758)
 -51,466    1,369  -11,176   -4,546  -55,194  -67,188  -65,001     -570   -2,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4      3.8      6.9     47.5     87.7     97.8     98.5      2.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      26       14       30       52       56       90       90                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      419,770
COMMITMENTS
  28,489   48,048   66,671  320,887  302,658  416,047  417,377    3,723    2,393

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -38,291)
  -3,108   -8,445   -4,274  -30,511  -24,519  -37,893  -37,238     -398   -1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     11.4     15.9     76.4     72.1     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      15       19       22       37       33       66       60                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      132,383
COMMITMENTS
  64,044   43,886   20,038   46,250   66,472  130,332  130,396    2,051    1,987

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -8,577)
  -6,666      739   -2,337     -114   -7,073   -9,117   -8,671      540       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.4     33.2     15.1     34.9     50.2     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15       16       22       21       21       49       46                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       31,161
COMMITMENTS
  20,190   12,162    2,046    8,341   16,425   30,577   30,633      584      528

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -1,773)
    -940       38     -675      -39   -1,152   -1,654   -1,789     -119       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.8     39.0      6.6     26.8     52.7     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       14       14       13       14       33       33                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,800
COMMITMENTS
      10      409       50    2,650    2,201    2,710    2,660       90      140

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -1,034)
     -60     -106      -10     -934     -933   -1,004   -1,049      -30       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     14.6      1.8     94.6     78.6     96.8     95.0      3.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       18       18       22                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       43,813
COMMITMENTS
   2,952    1,278    3,269   37,044   39,096   43,265   43,643      548      170

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -8,202)
  -1,128      161     -255   -6,741   -8,057   -8,124   -8,151      -78      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      2.9      7.5     84.6     89.2     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17        6       11       43       57       64       72                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,221
COMMITMENTS
     887      518      220    1,836    2,197    2,943    2,935      278      286

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -1,499)
    -394     -222     -188     -921   -1,170   -1,503   -1,580        4       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     16.1      6.8     57.0     68.2     91.4     91.1      8.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        3        3       21       19       27       24                  
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      169,691
COMMITMENTS
   3,163    9,088        0  166,528  160,603  169,691  169,691        0        0

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -29,129)
  -1,152   -3,072        0  -27,977  -26,057  -29,129  -29,129        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      5.4      0.0     98.1     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10       10       11       11                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      135,965
COMMITMENTS
  10,255    1,595    3,790  121,920  130,580  135,965  135,965        0        0

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -8,062)
    -420     -210        0   -7,642   -7,852   -8,062   -8,062        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      1.2      2.8     89.7     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       23       19       25       22                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,792,056
COMMITMENTS
       0  169,560        0  2792056  2622496  2792056  2792056        0        0

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -63,056)
       0  -15,360        0  -63,056  -47,696  -63,056  -63,056        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      0.0    100.0     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       19       22       20                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,287
COMMITMENTS
   1,428        0    1,915   54,944   56,372   58,287   58,287        0        0

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      6,034)
     168        0     -420    6,286    6,454    6,034    6,034        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      3.3     94.3     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       15       14       17       15                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,128,405
COMMITMENTS
  29,614        0   70,560  1028231  1057845  1128405  1128405        0        0

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -68,648)
 -15,744        0        0  -52,904  -68,648  -68,648  -68,648        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      6.3     91.1     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       17       10       19       11                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,321
COMMITMENTS
     315       62        0   13,824   14,124   14,139   14,186      182      135

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:       -915)
    -203        0        0     -692     -795     -895     -795      -20     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.4      0.0     96.5     98.6     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       21       21       22       22                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       73,265
COMMITMENTS
   1,209    8,787    1,322   69,718   62,646   72,249   72,755    1,016      510

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      2,555)
      43      391      -36    2,558    2,190    2,565    2,545      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     12.0      1.8     95.2     85.5     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       5        7        7       56       53       65       65                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,751
COMMITMENTS
       0      526        0   19,211   19,001   19,211   19,527      540      224

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:       -440)
       0      -46        0     -530     -365     -530     -411       90      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.0     97.3     96.2     97.3     98.9      2.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       15       17       15       19                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,293
COMMITMENTS
   2,816    6,936      145   23,846   19,767   26,807   26,848      486      445

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:       -206)
     181      470     -272      -96     -424     -187     -226      -19       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     25.4      0.5     87.4     72.4     98.2     98.4      1.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        5        2       29       32       36       38                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,500
COMMITMENTS
      25      362      942    7,471    6,772    8,438    8,076       62      424

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -1,073)
     -70     -358       99   -1,053     -819   -1,024   -1,078      -49        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      4.3     11.1     87.9     79.7     99.3     95.0      0.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        3       22       18       26       21                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,944
COMMITMENTS
       0      779      153    7,918    7,901    8,071    8,833      873      111

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:       -770)
       0       18       19     -774     -803     -755     -766      -15       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.7      1.7     88.5     88.3     90.2     98.8      9.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       22       21       24       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,688,806
COMMITMENTS
 487,177  266,835  553,169  575,960  795,030  1616306  1615034   72,500   73,772

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     11,655)
  13,017    8,238    4,579    5,250    7,471   22,846   20,288  -11,191   -8,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     15.8     32.8     34.1     47.1     95.7     95.6      4.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     113      124      157       91      103      301      306                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      134,547
COMMITMENTS
  69,204    9,783    3,730   43,466   71,629  116,400   85,142   18,147   49,405

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -4,235)
  -2,719    3,439     -132     -584    3,223   -3,435    6,530     -800  -10,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4      7.3      2.8     32.3     53.2     86.5     63.3     13.5     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        4       14       16       21       22                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      170,640
COMMITMENTS
  14,032   79,500   72,214   78,872   12,966  165,118  164,680    5,522    5,960

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      5,906)
  -1,886   -1,472    8,586     -439     -900    6,261    6,214     -355     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     46.6     42.3     46.2      7.6     96.8     96.5      3.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14       10       24       16       15       42       41                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,899
COMMITMENTS
     360        0        0   14,464   14,854   14,824   14,854       75       45

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        825)
       0        0        0      885      825      885      825      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.0     97.1     99.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       19       16       20       16                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       28,619
COMMITMENTS
  19,140   13,324      611    7,495   12,956   27,246   26,891    1,373    1,728

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -2,515)
     731     -794     -358   -2,644   -1,174   -2,271   -2,326     -244     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.9     46.6      2.1     26.2     45.3     95.2     94.0      4.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      53       62        9       25       26       82       93                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       69,973
COMMITMENTS
  49,080   24,497    1,948   13,900   40,000   64,928   66,445    5,045    3,528

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -4,176)
  -2,718   -4,010      323   -1,771     -556   -4,166   -4,243      -10       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.1     35.0      2.8     19.9     57.2     92.8     95.0      7.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      98       70       24       23       39      138      123                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      359,742
COMMITMENTS
 111,031   50,712   65,600  165,873  223,518  342,504  339,830   17,238   19,912

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -33,621)
 -13,043  -16,170   -1,846  -17,819  -14,697  -32,708  -32,713     -913     -908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     14.1     18.2     46.1     62.1     95.2     94.5      4.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      71       56       69       79       87      184      180                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,215
COMMITMENTS
   3,983      561    1,049    5,767    8,506   10,799   10,116    2,416    3,099

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -4,730)
  -1,902     -515     -174   -1,827   -3,774   -3,903   -4,463     -827     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      4.2      7.9     43.6     64.4     81.7     76.5     18.3     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        2        4       12        9       19       13                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,560
COMMITMENTS
       0    3,925        0   20,485   15,740   20,485   19,665    1,075    1,895

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      1,440)
       0     -120        0    1,535    1,690    1,535    1,570      -95     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.2      0.0     95.0     73.0     95.0     91.2      5.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       20       14       22                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,972
COMMITMENTS
   3,197    2,392    3,805    9,581   12,405   16,583   18,602    3,389    1,370

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -5,682)
  -2,742    1,700   -1,775   -1,365   -5,487   -5,882   -5,562      200     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     12.0     19.1     48.0     62.1     83.0     93.1     17.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        4       13       17       18       22                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       20,580
COMMITMENTS
  11,877   16,792       50    8,586    3,738   20,513   20,580       67        0

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -1,765)
  -1,267   -1,195        0     -477     -570   -1,744   -1,765      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.7     81.6      0.2     41.7     18.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        6        1       11        8       20       15                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,184
COMMITMENTS
   7,451    8,078    6,349    3,625    3,172   17,425   17,599      759      585

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        962)
     341      236      168      222      487      731      891      231       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     44.4     34.9     19.9     17.4     95.8     96.8      4.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      20       23       29        7        9       40       49                  
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,934
COMMITMENTS
     486      892       50    2,228    1,785    2,764    2,727      170      207

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     30.4      1.7     75.9     60.8     94.2     92.9      5.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       11        7       13       11                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,761
COMMITMENTS
   3,986        0        0   35,705   39,761   39,691   39,761       70        0

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      1,505)
     225        0        0    1,220    1,505    1,445    1,505       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      0.0      0.0     89.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        0        0       25       25       31       25                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,227
COMMITMENTS
   2,560    2,674      244    6,411    6,309    9,215    9,227       12        0

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        -87)
       0      116     -116       17      -87      -99      -87       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     29.0      2.6     69.5     68.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        5        3       11       10       16       15                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,857
COMMITMENTS
   1,385    4,721       44   12,569    9,976   13,998   14,741      859      116

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:       -528)
      45      635     -153     -347     -743     -455     -261      -73     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     31.8      0.3     84.6     67.1     94.2     99.2      5.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        7        3       20       16       25       25                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,906
COMMITMENTS
   1,503    1,584      475    9,186    9,613   11,164   11,672      742      234

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -1,321)
    -567        2     -167     -996   -1,116   -1,730   -1,281      409      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     13.3      4.0     77.2     80.7     93.8     98.0      6.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        6        6       17       24       29       32                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,280
COMMITMENTS
     916      425      250      974    1,260    2,140    1,935      140      345

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        165)
     125       30       20       55      125      200      175      -35      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     18.6     11.0     42.7     55.3     93.9     84.9      6.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        9        5       13       14       23       25                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,274
COMMITMENTS
   1,602    1,775      190    8,017    8,262    9,809   10,227      465       47

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     17.3      1.8     78.0     80.4     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 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,855
COMMITMENTS
   4,556    3,630    2,073   19,236   19,057   25,865   24,760    4,990    6,095

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -3,367)
      84     -205     -522   -4,509   -3,758   -4,947   -4,485    1,580    1,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     11.8      6.7     62.3     61.8     83.8     80.2     16.2     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        4        4       17       17       23       22                  



Updated September 4, 2015