GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,689
COMMITMENTS
   7,212    2,199      968   26,990   32,431   35,170   35,598      519       91

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -5,271)
    -279     -182       56   -5,041   -5,191   -5,264   -5,317       -7       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      6.2      2.7     75.6     90.9     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        6        4       30       39       35       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,024
COMMITMENTS
       0       50        0    5,014    4,974    5,014    5,024       10        0

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:       -622)
       0        0        0     -592     -612     -592     -612      -30      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     99.8     99.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       19       14       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,444
COMMITMENTS
     370       55      270    8,002    8,455    8,642    8,780      802      664

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -2,297)
    -140     -225      -51   -2,168   -2,065   -2,359   -2,341       62       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.6      2.9     84.7     89.5     91.5     93.0      8.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        4       26       29       31       33
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,239
COMMITMENTS
     147      329      241    2,168    2,010    2,556    2,580      683      659

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -1,076)
     -75     -190       33     -946     -875     -988   -1,032      -88      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     10.2      7.4     66.9     62.1     78.9     79.7     21.1     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        4       18       20       22       25
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,997
COMMITMENTS
     448       65      156    2,642    3,098    3,246    3,319      751      678

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:       -620)
      11      -55       87     -692     -618     -594     -586      -26      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      1.6      3.9     66.1     77.5     81.2     83.0     18.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        4       22       21       26       25
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,118
COMMITMENTS
     562    1,053       74    4,441    4,328    5,077    5,455    1,041      663

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -1,802)
    -242     -231     -131   -2,141   -1,865   -2,514   -2,227      712      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     17.2      1.2     72.6     70.7     83.0     89.2     17.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        6        2       23       21       28       28
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,497
COMMITMENTS
     183    4,890      575   24,450   20,032   25,208   25,497      289        0

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -1,479)
     -25      639     -186   -1,321   -1,932   -1,532   -1,479       53        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     19.2      2.3     95.9     78.6     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       23       18       26       20
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,424
COMMITMENTS
     767      455      205    2,952    3,617    3,924    4,277      500      147

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:       -655)
     -29     -518      142     -725     -302     -612     -678      -43       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     10.3      4.6     66.7     81.8     88.7     96.7     11.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        4       16       12       22       17
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        3,009
COMMITMENTS
     151        0      157    2,621    2,678    2,929    2,835       80      174

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:       -746)
     -49        0       17     -644     -763     -676     -746      -70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.0      5.2     87.1     89.0     97.3     94.2      2.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       15       13       17       14
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      389,202
COMMITMENTS
  61,102   83,955   90,850  196,900  174,262  348,852  349,067   40,350   40,135

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     18,067)
   5,870    1,078   10,330    1,774    4,678   17,975   16,086       92    1,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     21.6     23.3     50.6     44.8     89.6     89.7     10.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      44       44       55       76       77      158      145
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,337
COMMITMENTS
       0      400        0   34,258   41,009   34,258   41,409   12,079    4,928

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -6,689)
       0     -175        0   -6,524   -7,009   -6,524   -7,184     -165      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0     73.9     88.5     73.9     89.4     26.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       19       19       19       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      993,658
COMMITMENTS
 226,653  445,765  328,998  372,354  184,243  928,004  959,005   65,653   34,652

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     29,628)
   1,548   -5,922   28,444   -4,077    3,212   25,916   25,734    3,712    3,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     44.9     33.1     37.5     18.5     93.4     96.5      6.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     101      109      136       71       56      259      223
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,156,819
COMMITMENTS
  70,717   49,760  458,917  620,635  643,092  1150269  1151768    6,550    5,051

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     71,372)
   2,336    8,944   41,502   27,757   21,380   71,595   71,826     -224     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      4.3     39.7     53.7     55.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      30       29       52       51       48      108      102
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      420,958
COMMITMENTS
 197,597  133,680   77,284  140,485  201,512  415,365  412,476    5,592    8,481

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      5,181)
   1,424   -1,753    1,412    2,353    5,270    5,189    4,929       -7      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.9     31.8     18.4     33.4     47.9     98.7     98.0      1.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15       11       26       30       32       61       58
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       75,682
COMMITMENTS
  11,447   13,545   14,944   43,808   41,141   70,199   69,630    5,483    6,052

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      3,340)
   2,503      515      252     -451    2,938    2,304    3,705    1,036     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     17.9     19.7     57.9     54.4     92.8     92.0      7.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        8       15       16       18       32       35
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       43,506
COMMITMENTS
  18,797   18,368   20,336    4,196    4,689   43,329   43,393      176      113

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        999)
     937      167      571     -565      282      943    1,019       55      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.2     42.2     46.7      9.6     10.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        9       15       11       13       28       33
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,690,199
COMMITMENTS
 747,177  100,891  184,686  698,564  1368471  1630427  1654048   59,772   36,151

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      2,655)
  -7,682    4,945    1,271    7,941   -3,722    1,530    2,494    1,125      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.2      6.0     10.9     41.3     81.0     96.5     97.9      3.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      22       17       35       56       52       94       92
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      566,832
COMMITMENTS
  23,361  135,468  110,076  427,335  317,537  560,772  563,081    6,060    3,751

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      9,339)
     342   -2,213    8,210      267    3,700    8,819    9,697      520     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     23.9     19.4     75.4     56.0     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      14       17       22       36       34       63       60
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       90,009
COMMITMENTS
  60,837   46,114    8,294   19,833   34,277   88,964   88,685    1,045    1,324

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      4,502)
   3,426    2,840      112      744    1,285    4,282    4,237      220      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.6     51.2      9.2     22.0     38.1     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16       17       18       17       17       43       42
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       31,063
COMMITMENTS
  17,481   20,324    2,027   10,670    7,787   30,178   30,138      885      925

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        570)
     630      280      190     -505      110      315      580      255      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.3     65.4      6.5     34.3     25.1     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13       12       13       12       12       29       33
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       35,642
COMMITMENTS
   2,013    1,693    3,041   30,117   30,393   35,171   35,128      471      514

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -5,009)
  -1,062     -611     -449   -3,473   -3,944   -4,983   -5,003      -26       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      4.8      8.5     84.5     85.3     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       6       13       11       43       57       56       75
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,060
COMMITMENTS
     449      711      567    2,733    2,556    3,749    3,834      311      226

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -2,146)
    -783       59     -185   -1,114   -2,066   -2,082   -2,192      -64       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     17.5     14.0     67.3     63.0     92.3     94.4      7.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        5        7       19       25       30       33
 
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE         Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,028
COMMITMENTS
   1,126        0      132   20,068   21,306   21,326   21,438    2,702    2,590

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -1,364)
     -91        0      -89   -1,460   -1,604   -1,640   -1,693      276      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      0.5     83.5     88.7     88.8     89.2     11.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       19       19       22       20
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,376,921
COMMITMENTS
       0        0        0  1376921  1376921  1376921  1376921        0        0

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:    -36,456)
       0        0        0  -36,456  -36,456  -36,456  -36,456        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       16       12       16
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      142,148
COMMITMENTS
   3,845    2,555    2,540  135,763  137,053  142,148  142,148        0        0

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -4,202)
    -220       22     -352   -3,630   -3,872   -4,202   -4,202        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       20       20       21       22
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,989,293
COMMITMENTS
       0  308,720        0  2989293  2680573  2989293  2989293        0        0

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:    -49,854)
    -784        0        0  -49,070  -49,854  -49,854  -49,854       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.3      0.0    100.0     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       23       15       23       16
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,524
COMMITMENTS
     725      147    3,729   52,070   51,473   56,524   55,349        0    1,175

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -4,356)
       0        0     -220   -4,136   -4,265   -4,356   -4,485        0      129

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       14       12       16       14
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,525,795
COMMITMENTS
 170,733        0   71,320  1283742  1454475  1525795  1525795        0        0

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:    -47,792)
 -12,120        0        0  -35,672  -47,792  -47,792  -47,792        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       16       11       18       13
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,003
COMMITMENTS
     374      162        0    5,243    5,666    5,617    5,828      386      175

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -1,075)
       1        0        0   -1,152   -1,100   -1,151   -1,100       76       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.7      0.0     87.3     94.4     93.6     97.1      6.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       11       12       13       13
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       68,536
COMMITMENTS
   3,443    5,601      517   63,707   61,965   67,667   68,083      869      453

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -7,227)
      -7     -688     -321   -7,068   -6,343   -7,396   -7,352      169      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      8.2      0.8     93.0     90.4     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      10        4        7       42       44       55       52
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,925
COMMITMENTS
     460    2,567      174   16,763   15,019   17,397   17,760      528      165

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -4,375)
    -348   -1,840      -33   -3,998   -2,437   -4,379   -4,310        4      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     14.3      1.0     93.5     83.8     97.1     99.1      2.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        3       26       24       29       29
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,902
COMMITMENTS
     380    1,668    1,695   10,662    9,369   12,737   12,732      165      170

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -1,163)
      10     -806       93   -1,338     -377   -1,235   -1,090       72      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     12.9     13.1     82.6     72.6     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       20       21       24       24
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,669
COMMITMENTS
     504      920       38    9,567    9,579   10,109   10,537      560      132

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:       -668)
     -44      -40       10     -663     -743     -697     -773       29      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      8.6      0.4     89.7     89.8     94.8     98.8      5.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       18       17       22       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,500,091
COMMITMENTS
 453,041  138,137  1113786  829,014  1160541  2395841  2412465  104,250   87,626

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:    156,249)
  23,498   20,296   89,236   30,906   39,633  143,639  149,165   12,609    7,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      5.5     44.5     33.2     46.4     95.8     96.5      4.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     169      127      202       93      102      360      345
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      153,350
COMMITMENTS
  31,602  109,523   20,268   88,432   16,422  140,301  146,212   13,048    7,137

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     71.4     13.2     57.7     10.7     91.5     95.3      8.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        5       10        8       16       14
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      125,067
COMMITMENTS
  59,069   14,739    1,503   38,850   67,955   99,422   84,197   25,645   40,870

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:    -11,272)
  -8,711      406   -1,320     -102  -11,983  -10,133  -12,897   -1,139    1,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.2     11.8      1.2     31.1     54.3     79.5     67.3     20.5     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        5        3       13       14       20       20
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,323
COMMITMENTS
   8,555      361   19,865   11,682   19,577   40,101   39,804    1,221    1,519

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      3,260)
     929      -51    1,772      373    1,381    3,073    3,102      187      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      0.9     48.1     28.3     47.4     97.0     96.3      3.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        6       12       10        9       26       22
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      228,436
COMMITMENTS
  21,246    2,800   50,078  136,372  151,458  207,697  204,337   20,739   24,099

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:    -14,671)
   1,741     -454   -6,452  -14,581  -14,884  -19,291  -21,790    4,620    7,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      1.2     21.9     59.7     66.3     90.9     89.5      9.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        3       10       20       20       30       30
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      178,211
COMMITMENTS
  12,832   64,326   75,162   84,500   32,009  172,493  171,496    5,718    6,714

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        -42)
    -355     -716      142     -740      452     -952     -122      910       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     36.1     42.2     47.4     18.0     96.8     96.2      3.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      16       14       29       14       13       45       43
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,508
COMMITMENTS
       0       60        0   12,508   12,424   12,508   12,484        0       24

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        104)
       0        0        0      179      104      179      104      -75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.0    100.0     99.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       21       15       21       16
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       33,386
COMMITMENTS
  24,496    3,174      947    5,871   28,446   31,314   32,567    2,072      819

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:       -272)
    -393     -331      305     -145     -208     -232     -234      -39      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.4      9.5      2.8     17.6     85.2     93.8     97.5      6.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      91       22       15       25       39      123       71
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       67,781
COMMITMENTS
  46,274   18,259      681   13,736   45,644   60,690   64,584    7,090    3,197

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      2,158)
   1,854    1,710       89     -159      162    1,784    1,961      374      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.3     26.9      1.0     20.3     67.3     89.5     95.3     10.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
     110       45       16       40       39      155       95
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      349,255
COMMITMENTS
 114,258   35,733   83,568  130,956  208,200  328,782  327,501   20,473   21,754

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      2,009)
   5,994    5,161       76   -3,744   -2,840    2,327    2,398     -318     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7     10.2     23.9     37.5     59.6     94.1     93.8      5.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      64       50       66       70       95      166      184
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       22,071
COMMITMENTS
     700        0      350   19,849   20,724   20,899   21,074    1,172      997

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -2,813)
     125        0     -275   -2,494   -2,437   -2,644   -2,712     -169     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      1.6     89.9     93.9     94.7     95.5      5.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        3       15       18       18       21
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       21,636
COMMITMENTS
  12,022   19,432        0    9,383    2,187   21,405   21,619      231       17

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -2,100)
    -764   -1,343      -47   -1,322     -710   -2,133   -2,100       33        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.6     89.8      0.0     43.4     10.1     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        0       10        5       16        7
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,421
COMMITMENTS
     790      478      800    2,696    3,047    4,286    4,325      135       96

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -1,000)
    -135      -78     -130     -774     -888   -1,039   -1,096       39       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     10.8     18.1     61.0     68.9     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        1       11       12       16       15
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,850
COMMITMENTS
   4,996        0        0   29,824   34,820   34,820   34,820       30       30

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -4,643)
    -417        0        0   -4,206   -4,673   -4,623   -4,673      -20       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      0.0      0.0     85.6     99.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       26       22       29       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,084
COMMITMENTS
   1,951      863      649   12,235   14,452   14,835   15,964    1,249      120

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -2,005)
      59      -55     -514   -2,486   -1,454   -2,941   -2,023      936       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      5.4      4.0     76.1     89.9     92.2     99.3      7.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        7        4       19       18       24       26
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,840
COMMITMENTS
     795      949      496   10,175   10,206   11,466   11,651      374      189

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -2,352)
    -420      -43      -98   -2,014   -2,294   -2,532   -2,435      180       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      8.0      4.2     85.9     86.2     96.8     98.4      3.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        3        3       21       24       27       30
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,977
COMMITMENTS
     910      642      360      577      790    1,847    1,792      130      185

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:       -890)
    -548      102     -142     -290     -795     -980     -835       90      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.0     32.5     18.2     29.2     40.0     93.4     90.6      6.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        8        4        8       12       15       22
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,913
COMMITMENTS
   1,812    2,151      456   12,033   12,210   14,301   14,817      612       96

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -1,119)
    -270       96     -176     -833   -1,084   -1,279   -1,164      160       45

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        4       10       10       15       16
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,568
COMMITMENTS
   1,140    1,085      936   22,267   20,852   24,343   22,873    2,225    3,695

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:     -6,014)
    -763     -784     -322   -4,744   -4,876   -5,829   -5,982     -185      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      4.1      3.5     83.8     78.5     91.6     86.1      8.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        3       17       17       21       21



Updated January 9, 2015