GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,184
COMMITMENTS
  20,677    3,452      689   35,250   52,975   56,616   57,116      568       68

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -6,817)
     767      190     -407   -7,297   -6,560   -6,937   -6,777      120      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2      6.0      1.2     61.6     92.6     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        6        6       38       42       46       51                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,614
COMMITMENTS
       0        0        0    4,614    4,614    4,614    4,614        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -696)
       0        0        0     -696     -696     -696     -696        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:       20)
       0        0        0       14       17       14       17                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,287
COMMITMENTS
     865      155      616    7,024    7,796    8,505    8,567      782      720

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        237)
      83       30       76      325      117      484      223     -247       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      1.7      6.6     75.6     83.9     91.6     92.2      8.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        1        6       30       30       36       36                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,034
COMMITMENTS
     199        0      283    1,065    1,203    1,547    1,486      487      548

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -527)
      22      -52      -28     -563     -449     -569     -529       42        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.0     13.9     52.4     59.1     76.1     73.1     23.9     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        3       13       17       16       20                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,807
COMMITMENTS
   1,208      672      112    4,763    5,576    6,083    6,360      724      447

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,381)
      41       -7     -130   -1,296   -1,195   -1,385   -1,332        4      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      9.9      1.6     70.0     81.9     89.4     93.4     10.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        4       32       35       37       40                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,386
COMMITMENTS
   1,489    2,242      694    4,767    3,680    6,950    6,616      436      770

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        718)
     298      367      126      299      483      723      976       -5     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     30.4      9.4     64.5     49.8     94.1     89.6      5.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        4        5       26       23       35       30                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:          979
COMMITMENTS
     180      232       48      518      572      746      852      233      127

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -278)
     -30     -127      -18     -199        4     -247     -141      -31     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     23.7      4.9     52.9     58.4     76.2     87.0     23.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        5        2        8        8       13       13                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,280
COMMITMENTS
     225   10,799      480   27,418   16,741   28,123   28,020      157      260

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:         97)
      75     -261      116      -94        2       97     -143        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     38.2      1.7     97.0     59.2     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        2       23       19       26       22                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,337
COMMITMENTS
     510    1,038      147    2,074    1,620    2,731    2,805      606      532

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,041)
      39      -85        4   -1,046   -1,044   -1,003   -1,125      -38       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     31.1      4.4     62.2     48.5     81.8     84.1     18.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        5        3       17       16       25       21                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      399,246
COMMITMENTS
  60,902   65,701   78,159  220,803  219,283  359,864  363,143   39,382   36,103

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -16,455)
    -193   -1,292   -6,144  -11,074   -7,130  -17,411  -14,566      956   -1,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     16.5     19.6     55.3     54.9     90.1     91.0      9.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      44       46       61       83       84      163      160                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,352
COMMITMENTS
     800      500      100   41,598   46,697   42,498   47,297   12,854    8,055

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -11,226)
     800        0      100  -10,838  -11,345   -9,938  -11,245   -1,288       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.9      0.2     75.2     84.4     76.8     85.4     23.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       22       24       23       26                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      927,167
COMMITMENTS
 237,208  459,630  230,404  391,710  199,015  859,322  889,049   67,845   38,118

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      4,792)
  -1,805   -5,764    7,459   -4,536    3,866    1,118    5,561    3,674     -769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     49.6     24.9     42.2     21.5     92.7     95.9      7.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      87      127      127       61       56      226      244                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      380,188
COMMITMENTS
 172,333  134,002   57,807  145,683  183,849  375,823  375,658    4,365    4,530

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        976)
  -5,566     -206     -249    5,929    1,485      114    1,030      862      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     35.2     15.2     38.3     48.4     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20        9       27       34       36       67       63                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       91,625
COMMITMENTS
  11,631   23,268    9,362   62,127   52,376   83,120   85,006    8,505    6,619

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -103)
     275     -127      -57     -495     -267     -277     -451      174      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     25.4     10.2     67.8     57.2     90.7     92.8      9.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9       12       16       18       18       37       36                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,638,383
COMMITMENTS
 697,846   63,632  113,475  791,439  1433049  1602760  1610156   35,623   28,227

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -9,551)
 -16,985      312     -855    9,441  -12,634   -8,399  -13,177   -1,152    3,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6      3.9      6.9     48.3     87.5     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      28       12       31       53       57       93       90                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      426,796
COMMITMENTS
  29,915   51,444   69,699  323,614  303,103  423,228  424,246    3,568    2,550

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      7,026)
   1,426    3,396    3,028    2,727      445    7,181    6,869     -155      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     12.1     16.3     75.8     71.0     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      16       22       25       38       34       68       67                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      134,027
COMMITMENTS
  60,913   46,585   21,120   50,253   64,295  132,286  132,000    1,741    2,027

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      1,644)
  -3,131    2,699    1,082    4,003   -2,177    1,954    1,604     -310       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4     34.8     15.8     37.5     48.0     98.7     98.5      1.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15       17       21       21       21       49       46                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       31,937
COMMITMENTS
  20,210   10,793    2,601    8,527   17,964   31,338   31,358      599      579

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        776)
      20   -1,369      555      186    1,539      761      725       15       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.3     33.8      8.1     26.7     56.2     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       13       15       13       14       32       33                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,910
COMMITMENTS
      10      409       50    2,728    2,311    2,788    2,770      122      140

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        110)
       0        0        0       78      110       78      110       32        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     14.1      1.7     93.7     79.4     95.8     95.2      4.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       15       19       17       23                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       45,522
COMMITMENTS
   2,862    1,286    3,520   38,570   40,496   44,952   45,302      570      220

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      1,709)
     -90        8      251    1,526    1,400    1,687    1,659       22       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      2.8      7.7     84.7     89.0     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14        8       11       44       57       65       71                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,871
COMMITMENTS
     861      513      466    2,172    2,531    3,499    3,510      372      361

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        650)
     -26       -5      246      336      334      556      575       94       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     13.3     12.0     56.1     65.4     90.4     90.7      9.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        4        5       21       19       28       26                  
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| 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 09/01/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      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 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      136,475
COMMITMENTS
  10,255    1,595    3,790  122,430  131,090  136,475  136,475        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      1.2      2.8     89.7     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       24       19       26       22                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,841,392
COMMITMENTS
       0  169,560        0  2841392  2671832  2841392  2841392        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     49,336)
       0        0        0   49,336   49,336   49,336   49,336        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.0      0.0    100.0     94.0    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 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,587
COMMITMENTS
   1,428        0    1,915   58,244   59,672   61,587   61,587        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      3,300)
       0        0        0    3,300    3,300    3,300    3,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      3.1     94.6     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       15       17       17       18                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,222,245
COMMITMENTS
  29,614        0   70,560  1122071  1151685  1222245  1222245        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     93,840)
       0        0        0   93,840   93,840   93,840   93,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      5.8     91.8     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       17       11       19       12                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,761
COMMITMENTS
     328       62        0   14,251   14,564   14,579   14,626      182      135

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        440)
      13        0        0      427      440      440      440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.4      0.0     96.5     98.7     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       21       23       22       24                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       68,986
COMMITMENTS
   1,299    8,325    1,142   65,551   58,983   67,992   68,450      994      536

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -4,279)
      90     -462     -180   -4,167   -3,663   -4,257   -4,305      -22       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     12.1      1.7     95.0     85.5     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       5        6        6       53       51       62       61                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,851
COMMITMENTS
       0      526        0   19,311   19,101   19,311   19,627      540      224

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.6      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 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,332
COMMITMENTS
   2,857    6,941      111   24,833   20,836   27,801   27,888      531      444

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      1,039)
      41        5      -34      987    1,069      994    1,040       45       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     24.5      0.4     87.7     73.5     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        5        2       30       32       37       38                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,733
COMMITMENTS
     225      452      912    7,524    6,945    8,661    8,309       72      424

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        233)
     200       90      -30       53      173      223      233       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      5.2     10.4     86.2     79.5     99.2     95.1      0.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        3       22       19       27       22                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,201
COMMITMENTS
       0      824      153    8,175    8,113    8,328    9,090      873      111

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        257)
       0       45        0      257      212      257      257        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.0      1.7     88.8     88.2     90.5     98.8      9.5      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 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,704,251
COMMITMENTS
 490,149  258,719  556,425  589,357  815,763  1635931  1630907   68,320   73,344

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     15,445)
   2,972   -8,116    3,256   13,397   20,733   19,625   15,873   -4,180     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     15.2     32.6     34.6     47.9     96.0     95.7      4.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     117      126      157       94      105      304      311                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      136,938
COMMITMENTS
  70,514    9,984    3,793   47,157   72,697  121,464   86,474   15,474   50,464

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      2,391)
   1,310      201       63    3,691    1,068    5,064    1,332   -2,673    1,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5      7.3      2.8     34.4     53.1     88.7     63.1     11.3     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        5        4       15       16       23       22                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      172,098
COMMITMENTS
  11,443   75,391   74,623   78,405   14,766  164,471  164,780    7,627    7,318

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      1,458)
  -2,589   -4,109    2,409     -467    1,800     -647      100    2,105    1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     43.8     43.4     45.6      8.6     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13       11       21       17       16       40       39                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,614
COMMITMENTS
     360        0        0   14,134   14,569   14,494   14,569      120       45

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -285)
       0        0        0     -330     -285     -330     -285       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.0     96.7     99.7     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       18       16       19       16                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,515
COMMITMENTS
  18,551   13,130      503    7,304   12,197   26,358   25,830    1,157    1,685

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,104)
    -589     -194     -108     -191     -759     -888   -1,061     -216      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4     47.7      1.8     26.5     44.3     95.8     93.9      4.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      49       57        6       27       28       79       88                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       70,035
COMMITMENTS
  49,031   23,665    2,373   13,751   40,808   65,155   66,846    4,880    3,189

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:         62)
     -49     -832      425     -149      808      227      401     -165     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.0     33.8      3.4     19.6     58.3     93.0     95.4      7.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
     100       66       23       25       37      141      116                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      356,469
COMMITMENTS
 109,922   47,678   62,061  166,052  226,815  338,035  336,554   18,434   19,915

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -3,273)
  -1,109   -3,034   -3,539      179    3,297   -4,469   -3,276    1,196        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     13.4     17.4     46.6     63.6     94.8     94.4      5.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      69       53       76       79       86      185      183                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,765
COMMITMENTS
   4,283      661    1,049    6,032    8,971   11,364   10,681    2,401    3,084

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        550)
     300      100        0      265      465      565      565      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      4.8      7.6     43.8     65.2     82.6     77.6     17.4     22.4

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 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,530
COMMITMENTS
       0    2,645        0   16,675   13,260   16,675   15,905      855    1,625

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -4,030)
       0   -1,280        0   -3,810   -2,480   -3,810   -3,760     -220     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.1      0.0     95.1     75.6     95.1     90.7      4.9      9.3

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 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,792
COMMITMENTS
   2,962    1,922    3,865    9,576   12,335   16,403   18,122    3,389    1,670

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -180)
    -235     -470       60       -5      -70     -180     -480        0      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      9.7     19.5     48.4     62.3     82.9     91.6     17.1      8.4

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 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       20,455
COMMITMENTS
  11,827   16,722       50    8,511    3,683   20,388   20,455       67        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -125)
     -50      -70        0      -75      -55     -125     -125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.8     81.8      0.2     41.6     18.0     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 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       17,241
COMMITMENTS
   7,222    7,065    5,828    3,404    3,788   16,454   16,681      787      560

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -943)
    -229   -1,013     -521     -221      616     -971     -918       28      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     41.0     33.8     19.7     22.0     95.4     96.8      4.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      18       23       24        5        8       36       43                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,086
COMMITMENTS
   3,808        0        0   31,213   35,086   35,021   35,086       65        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -4,675)
    -178        0        0   -4,492   -4,675   -4,670   -4,675       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.0      0.0     89.0    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        0        0       25       22       31       22                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,082
COMMITMENTS
   2,540    2,746      224    6,306    6,112    9,070    9,082       12        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -145)
     -20       72      -20     -105     -197     -145     -145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     30.2      2.5     69.4     67.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        5        3       11        9       16       14                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,074
COMMITMENTS
   1,479    4,899       44   12,692   10,014   14,215   14,957      859      117

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        217)
      94      178        0      123       38      217      216        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     32.5      0.3     84.2     66.4     94.3     99.2      5.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        7        3       22       17       27       26                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,352
COMMITMENTS
   1,628    2,062      511    9,471    9,545   11,610   12,118      742      234

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        446)
     125      478       36      285      -68      446      446        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     16.7      4.1     76.7     77.3     94.0     98.1      6.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        6        7       16       24       28       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,025
COMMITMENTS
     861      385      270      804    1,110    1,935    1,765       90      260

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -255)
     -55      -40       20     -170     -150     -205     -170      -50      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     19.0     13.3     39.7     54.8     95.6     87.2      4.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        8        4       11       11       18       21                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,802
COMMITMENTS
   1,632    1,732      152    7,574    7,878    9,358    9,762      444       40

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -472)
      30      -43      -38     -443     -384     -451     -465      -21       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     17.7      1.6     77.3     80.4     95.5     99.6      4.5      0.4

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 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,008
COMMITMENTS
   4,556    3,238    2,150   19,312   19,375   26,018   24,763    4,990    6,245

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        153)
       0     -392       77       76      318      153        3        0      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     10.4      6.9     62.3     62.5     83.9     79.9     16.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        4       17       18       23       22                  



Updated September 11, 2015