GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,323
COMMITMENTS
  18,258    3,186      918   42,695   58,161   61,871   62,265      452       58

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -5,755)
  -1,134       86     -227   -4,380   -5,666   -5,741   -5,807      -14       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.3      5.1      1.5     68.5     93.3     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        8        4       33       41       38       51                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,192
COMMITMENTS
       0        0        0    4,092    4,172    4,092    4,172      100       20

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:        117)
       0        0        0       17       97       17       97      100       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.6     99.5     97.6     99.5      2.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       18       15       18                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,727
COMMITMENTS
     757      165      522    6,671    7,391    7,950    8,078      777      649

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,917)
    -202      -15      -21   -1,653   -1,863   -1,876   -1,899      -41      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      1.9      6.0     76.4     84.7     91.1     92.6      8.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        7       27       29       34       36                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,860
COMMITMENTS
      96      107      185    1,134    1,197    1,415    1,489      445      371

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -325)
    -108      -17      -10      -77     -207     -195     -234     -130      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      5.8      9.9     61.0     64.4     76.1     80.1     23.9     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       18       18       21       22                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,285
COMMITMENTS
     804      455       87    4,796    5,348    5,687    5,890      598      395

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,513)
    -259      388     -570     -740   -1,386   -1,569   -1,568       56       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      7.2      1.4     76.3     85.1     90.5     93.7      9.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        3       28       33       32       37                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,206
COMMITMENTS
     680    1,153      209    4,688    4,006    5,577    5,368      629      838

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -910)
    -346     -270     -103     -581     -702   -1,030   -1,075      120      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     18.6      3.4     75.5     64.6     89.9     86.5     10.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        7        5       22       22       32       30                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,661
COMMITMENTS
       0   11,481      221   28,302   16,959   28,523   28,661      138        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -2,014)
     -74      393       15   -1,934   -2,422   -1,993   -2,014      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     40.1      0.8     98.7     59.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       25       19       27       21                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,809
COMMITMENTS
     448    1,400       28    2,465    2,054    2,941    3,482      868      327

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -952)
    -261     -221      -37     -755     -588   -1,053     -846      101     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     36.8      0.7     64.7     53.9     77.2     91.4     22.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        2       11        9       17       15                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      431,088
COMMITMENTS
  71,899   66,390   95,141  217,666  227,045  384,705  388,576   46,383   42,512

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     11,686)
   5,162   12,210    2,726    3,819   -2,888   11,707   12,048      -22     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     15.4     22.1     50.5     52.7     89.2     90.1     10.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      43       48       63       78       80      159      161                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       57,241
COMMITMENTS
       0      500        0   46,392   50,414   46,392   50,914   10,849    6,327

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -7,855)
       0     -300        0   -7,107   -9,146   -7,107   -9,446     -748    1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0     81.0     88.1     81.0     88.9     19.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       22       26       22       27                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,005,845
COMMITMENTS
 252,693  465,998  294,305  389,463  207,327  936,461  967,630   69,385   38,216

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     15,521)
   6,483   10,877   -3,668   13,000    5,347   15,815   12,556     -294    2,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     46.3     29.3     38.7     20.6     93.1     96.2      6.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      96      120      144       57       51      252      228                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      795,421
COMMITMENTS
  54,397   49,819  250,733  485,289  491,408  790,418  791,960    5,003    3,461

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     17,963)
  -1,220    4,405    8,526   10,760    4,936   18,067   17,867     -103       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      6.3     31.5     61.0     61.8     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      40       40       63       50       52      121      124                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      397,137
COMMITMENTS
 195,130  146,429   53,890  142,372  190,269  391,392  390,588    5,746    6,549

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:    -21,175)
  -3,502   -3,292  -10,928   -5,957   -6,837  -20,387  -21,057     -788     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.1     36.9     13.6     35.8     47.9     98.6     98.4      1.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      17       14       26       31       34       64       60                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       97,583
COMMITMENTS
  19,780   26,135   10,748   59,554   56,198   90,082   93,081    7,501    4,502

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:    -12,741)
     206   -6,149   -3,609   -9,713   -4,233  -13,116  -13,991      375    1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     26.8     11.0     61.0     57.6     92.3     95.4      7.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       17       22       18       17       42       42                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,677,058
COMMITMENTS
 755,902   56,943  140,095  740,403  1451066  1636400  1648104   40,658   28,954

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:    -31,043)
    -307    5,714   -1,578  -30,747  -34,007  -32,632  -29,871    1,589   -1,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.1      3.4      8.4     44.1     86.5     97.6     98.3      2.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       11       31       51       55       90       88                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      458,677
COMMITMENTS
  35,193   76,175   71,365  348,651  308,670  455,209  456,210    3,468    2,467

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:    -41,657)
  -3,167  -20,021   -7,764  -30,469  -13,741  -41,400  -41,526     -257     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     16.6     15.6     76.0     67.3     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      20       20       29       34       32       70       65                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      126,741
COMMITMENTS
  67,051   35,229   23,016   35,767   67,645  125,834  125,890      907      851

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -4,309)
     206    3,051   -3,722     -788   -2,705   -4,304   -3,376       -5     -933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.9     27.8     18.2     28.2     53.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       19       21       19       20       47       47                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       31,135
COMMITMENTS
  19,877   11,202    3,107    7,551   16,261   30,535   30,570      600      565

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -3,057)
  -1,459      170     -659     -993   -2,682   -3,111   -3,171       54      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.8     36.0     10.0     24.3     52.2     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       13       13       13       16       31       36                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        6,334
COMMITMENTS
     941    2,461    1,442    3,945    2,428    6,327    6,331        8        4

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:        613)
     292      171      218      103      224      613      613        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     38.8     22.8     62.3     38.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        7       13       14       10       29       26                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,504
COMMITMENTS
      60      458       80    3,264    2,821    3,404    3,359      100      145

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,192)
    -150      -10      -30   -1,072   -1,142   -1,252   -1,182       60      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     13.1      2.3     93.2     80.5     97.1     95.9      2.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       16       19       18       24                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       49,268
COMMITMENTS
   3,335      690    4,364   41,091   43,983   48,789   49,037      478      231

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -9,298)
    -522     -193     -975   -7,721   -8,096   -9,219   -9,265      -79      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      1.4      8.9     83.4     89.3     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      10       12       13       46       59       66       76                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,153
COMMITMENTS
     539      463      235    2,124    2,300    2,898    2,998      255      155

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,326)
    -408     -199       -8     -874   -1,009   -1,290   -1,216      -36     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     14.7      7.5     67.4     72.9     91.9     95.1      8.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        6        4       24       22       28       31                  
 
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE         Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,765
COMMITMENTS
   1,140       20      166   11,872   13,027   13,178   13,213    1,587    1,553

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -828)
     -28       20       34     -556     -403     -550     -349     -277     -478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      0.1      1.1     80.4     88.2     89.3     89.5     10.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       16       16       20       18                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      126,613
COMMITMENTS
   6,825    1,805    2,540  117,248  122,166  126,613  126,511        0      102

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -2,477)
    -230     -115        0   -2,247   -2,464   -2,477   -2,579        0      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      1.4      2.0     92.6     96.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       19       17       21       19                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,798,986
COMMITMENTS
       0  184,920        0  2798986  2614037  2798986  2798957        0       29

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     46,236)
       0  -31,360        0   46,236   77,596   46,236   46,236        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.6      0.0    100.0     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       19       21       20                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       41,571
COMMITMENTS
   1,260        0    2,335   37,976   39,236   41,571   41,571        0        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,678)
      92        0     -230   -1,540   -1,448   -1,678   -1,678        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.0      5.6     91.4     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       15       16       17       17                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,084,741
COMMITMENTS
  45,358        0   70,560  968,823  1014181  1084741  1084741        0        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:   -108,760)
 -32,144        0        0  -76,616 -108,760 -108,760 -108,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.0      6.5     89.3     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       16        9       18       10                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,964
COMMITMENTS
     328       62        0   14,554   14,647   14,882   14,709       82      255

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -2,411)
      70        0        0   -2,378   -2,517   -2,308   -2,517     -103      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.4      0.0     97.3     97.9     99.5     98.3      0.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       26       22       27       23                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       71,245
COMMITMENTS
   1,130    8,548    1,288   67,661   60,829   70,079   70,665    1,166      580

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -111)
     150      140     -140     -179      -64     -169      -64       58      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     12.0      1.8     95.0     85.4     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       4        9        7       55       48       63       62                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,529
COMMITMENTS
   2,613    5,988      409   22,895   19,729   25,917   26,126      612      403

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,799)
      28      291     -290   -1,460   -1,825   -1,722   -1,824      -77       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     22.6      1.5     86.3     74.4     97.7     98.5      2.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        5        2       31       34       36       39                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,587
COMMITMENTS
     110      463      926    7,549    7,022    8,585    8,411        2      176

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,562)
      25     -478      -50   -1,535   -1,004   -1,560   -1,532       -2      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      5.4     10.8     87.9     81.8    100.0     98.0      0.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        3       21       19       25       22                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,313
COMMITMENTS
       0      661      134    8,117    8,383    8,251    9,178    1,062      135

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,143)
       0       32      -32   -1,158   -1,133   -1,190   -1,133       47      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.1      1.4     87.2     90.0     88.6     98.6     11.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       20       20       22       22                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,583,774
COMMITMENTS
 499,747  225,913  1036170  951,643  1225852  2487561  2487934   96,213   95,839

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     99,940)
   5,423    4,404   58,207   31,480   30,536   95,111   93,148    4,829    6,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      8.7     40.1     36.8     47.4     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      441)
     176      127      228       96      106      382      375                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      160,865
COMMITMENTS
  50,843    5,598   46,025   61,591  106,740  158,460  158,364    2,406    2,501

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:      7,465)
     229      179    2,927    4,240    3,659    7,396    6,765       69      700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.6      3.5     28.6     38.3     66.4     98.5     98.4      1.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        7        9       15       16       24       30                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      134,987
COMMITMENTS
  70,819    5,033    2,688   45,346   67,349  118,853   75,070   16,134   59,917

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -7,968)
    -833   -2,063   -1,162   -3,797   -7,704   -5,792  -10,929   -2,176    2,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.5      3.7      2.0     33.6     49.9     88.0     55.6     12.0     44.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        2        3       14       16       21       20                  
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,085
COMMITMENTS
   6,034       51   13,193    6,450   11,973   25,677   25,217      408      868

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:      4,800)
   1,019     -985    3,184      570    2,617    4,773    4,816       27      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      0.2     50.6     24.7     45.9     98.4     96.7      1.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11        2       10       11       11       25       21                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      178,674
COMMITMENTS
  25,380    1,295   35,083  108,028  126,330  168,491  162,708   10,183   15,966

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -9,285)
  -1,310      148   -1,908   -5,597   -7,159   -8,815   -8,919     -470     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      0.7     19.6     60.5     70.7     94.3     91.1      5.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        1       10       22       22       32       32                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      169,300
COMMITMENTS
  17,049   74,710   58,795   87,317   29,173  163,160  162,678    6,140    6,622

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:      8,850)
   1,915    2,662    4,406    2,804    1,311    9,125    8,379     -274      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     44.1     34.7     51.6     17.2     96.4     96.1      3.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      17       11       26       17       18       48       45                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,445
COMMITMENTS
  41,899   11,240   24,846   20,846   51,131   87,591   87,217      855    1,228

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -4,044)
    -935     -182   -2,079   -1,016   -1,721   -4,031   -3,982      -14      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.4     12.7     28.1     23.6     57.8     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        6        7        8       14       15       24                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,371
COMMITMENTS
       0        0        0   11,341   11,371   11,341   11,371       30        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:        480)
       0        0        0      480      480      480      480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.7    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       22       19       22       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       38,692
COMMITMENTS
  22,870   17,831    2,343   11,865   16,518   37,077   36,692    1,615    2,000

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:        573)
    -155      891      419      216     -919      481      391       92      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.1     46.1      6.1     30.7     42.7     95.8     94.8      4.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      64       64       28       36       31      115      113                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       80,502
COMMITMENTS
  55,544   37,011    2,130   16,890   37,328   74,564   76,470    5,937    4,031

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:        468)
    -698      126      387      516       69      205      582      263     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.0     46.0      2.6     21.0     46.4     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
     109       80       22       30       31      152      122                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      373,584
COMMITMENTS
 114,500   62,841   78,095  159,610  209,995  352,205  350,931   21,379   22,653

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:      5,248)
   2,970    1,680    2,554     -400     -290    5,124    3,945      124    1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6     16.8     20.9     42.7     56.2     94.3     93.9      5.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      73       55       68       78       86      182      179                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,631
COMMITMENTS
   4,665       50    1,129    4,788   10,142   10,582   11,321    3,049    2,310

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -2,043)
  -1,815       50       41     -265   -1,622   -2,039   -1,531       -4     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.2      0.4      8.3     35.1     74.4     77.6     83.1     22.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        1        5        8       11       15       16                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,365
COMMITMENTS
       0    3,510        0   15,395   10,875   15,395   14,385      970    1,980

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -3,650)
       0   -1,555        0   -3,785   -1,945   -3,785   -3,500      135     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     21.4      0.0     94.1     66.5     94.1     87.9      5.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       12       15       12       17                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,250
COMMITMENTS
   4,549      457    5,490    9,338   15,675   19,377   21,622    3,873    1,628

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -3,330)
  -1,114      452     -692   -1,244   -2,601   -3,050   -2,841     -280     -489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      2.0     23.6     40.2     67.4     83.3     93.0     16.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        5       12       22       18       27                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       20,044
COMMITMENTS
  13,169   15,332       75    6,712    4,637   19,956   20,044       88        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,952)
  -1,488   -1,249        0     -443     -703   -1,931   -1,952      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.7     76.5      0.4     33.5     23.1     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        4        1        9       10       18       15                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       15,189
COMMITMENTS
   6,837    7,549    4,663    3,195    2,587   14,695   14,799      494      390

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -2,434)
    -575     -467   -1,161     -586     -746   -2,322   -2,374     -112      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.0     49.7     30.7     21.0     17.0     96.7     97.4      3.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16       24       24        7        9       37       44                  
 
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE        Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       14,196
COMMITMENTS
   2,678    3,470    8,743    2,761    1,982   14,181   14,196       14        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,391)
    -490     -457     -604     -300     -330   -1,395   -1,391        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     24.4     61.6     19.4     14.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       11       14        6        6       20       22                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,509
COMMITMENTS
   3,866        0        0   29,633   33,509   33,499   33,509       10        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -3,785)
    -808        0        0   -2,972   -3,785   -3,780   -3,785       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      0.0      0.0     88.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        0        0       24       25       28       25                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,094
COMMITMENTS
   1,154    4,268      196   11,812    9,487   13,162   13,951      932      143

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,002)
      76      696      -95   -1,033   -1,661   -1,052   -1,060       50       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     30.3      1.4     83.8     67.3     93.4     99.0      6.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        8        3       20       18       26       28                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,186
COMMITMENTS
   1,959    1,432      344    9,559   10,031   11,862   11,807      324      379

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,354)
     340      154     -287   -1,392   -1,296   -1,339   -1,429      -15       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     11.8      2.8     78.4     82.3     97.3     96.9      2.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        9        5       24       21       35       30                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,214
COMMITMENTS
     295      255      260      405      380      960      895      254      319

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -493)
    -440     -235       10      -25     -287     -455     -512      -38       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     21.0     21.4     33.4     31.3     79.1     73.7     20.9     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        5        3        6        8       11       16                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,274
COMMITMENTS
   1,602    1,775      190    8,017    8,262    9,809   10,227      465       47

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -472)
      30      -43      -38     -443     -384     -451     -465      -21       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     17.3      1.8     78.0     80.4     95.5     99.5      4.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        4       10       10       14       16                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,572
COMMITMENTS
   3,971    3,206    2,117   22,432   21,707   28,520   27,030    3,052    4,542

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -3,921)
     317     -561     -121   -4,085   -2,904   -3,889   -3,586      -32     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     10.2      6.7     71.1     68.8     90.3     85.6      9.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        4       18       20       24       24                  



Updated August 7, 2015