GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,520 COMMITMENTS 7,167 2,029 1,058 30,769 36,388 38,994 39,475 526 45 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,096) 1,181 106 227 688 1,763 2,096 2,096 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 5.1 2.7 77.9 92.1 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 6 3 34 45 38 54 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,571 COMMITMENTS 0 50 0 5,531 5,511 5,531 5,561 40 10 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -150 -150 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 99.3 98.9 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 18 16 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,391 COMMITMENTS 480 280 292 9,894 10,199 10,666 10,771 725 620 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 205) 45 10 14 108 148 167 172 38 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 2.5 2.6 86.9 89.5 93.6 94.6 6.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 3 5 34 32 40 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,298 COMMITMENTS 297 505 170 3,054 2,909 3,521 3,584 777 714 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 145) -20 170 25 32 -79 37 116 108 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 11.7 4.0 71.1 67.7 81.9 83.4 18.1 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 3 19 26 23 31 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,529 COMMITMENTS 432 115 75 3,286 3,665 3,793 3,855 736 674 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 187) 65 15 -19 212 301 258 297 -71 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 2.5 1.7 72.6 80.9 83.7 85.1 16.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 3 24 26 27 29 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,637 COMMITMENTS 774 1,214 205 6,371 5,980 7,350 7,399 287 238 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 442) -6 248 79 346 61 419 388 23 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 15.9 2.7 83.4 78.3 96.2 96.9 3.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 6 7 26 25 35 34 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,275 COMMITMENTS 133 477 70 716 548 919 1,095 356 180 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 244) 30 200 0 150 70 180 270 64 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 37.4 5.5 56.2 43.0 72.1 85.9 27.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 2 15 10 19 15 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,385 COMMITMENTS 208 4,006 736 24,205 20,643 25,149 25,385 236 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 832) 0 885 -63 895 10 832 832 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 15.8 2.9 95.4 81.3 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 3 27 20 31 23 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,029 COMMITMENTS 816 981 43 3,617 3,886 4,476 4,910 553 119 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 170) 9 111 26 127 25 162 162 8 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 19.5 0.9 71.9 77.3 89.0 97.6 11.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 5 2 20 15 27 20 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 3,740 COMMITMENTS 185 0 140 3,265 3,416 3,590 3,556 150 184 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 3.7 87.3 91.3 96.0 95.1 4.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 2 13 13 16 15 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 354,472 COMMITMENTS 58,401 87,374 66,742 191,991 164,002 317,134 318,118 37,338 36,354 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -2,776) -811 -4,569 2,296 -4,316 -215 -2,831 -2,488 55 -288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 24.6 18.8 54.2 46.3 89.5 89.7 10.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 41 43 49 79 82 152 147 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,728 COMMITMENTS 0 575 0 40,271 47,530 40,271 48,105 12,457 4,623 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 431) 0 575 0 298 -411 298 164 133 267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 76.4 90.1 76.4 91.2 23.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 21 21 21 22 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 924,013 COMMITMENTS 227,408 443,849 276,289 362,542 172,796 866,239 892,934 57,774 31,079 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 3,992) -6,355 -716 14,238 -3,023 -11,393 4,860 2,129 -868 1,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 48.0 29.9 39.2 18.7 93.7 96.6 6.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 91 98 116 72 59 237 206 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 436,256 COMMITMENTS 201,688 142,042 82,282 146,469 205,213 430,439 429,537 5,817 6,719 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 11,671) -3,305 7,028 3,031 10,087 1,503 9,813 11,562 1,858 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 32.6 18.9 33.6 47.0 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 16 16 26 32 37 63 66 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 87,794 COMMITMENTS 13,694 7,543 23,090 46,597 51,434 83,381 82,067 4,413 5,727 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 8,760) 3,878 -3,143 5,226 288 6,723 9,392 8,806 -632 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 8.6 26.3 53.1 58.6 95.0 93.5 5.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 10 17 20 20 38 41 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,816,624 COMMITMENTS 778,456 88,987 248,478 734,087 1442756 1761021 1780221 55,603 36,403 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 11,855) 2,909 22,720 -17,262 29,366 5,288 15,013 10,746 -3,158 1,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 4.9 13.7 40.4 79.4 96.9 98.0 3.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 26 20 39 61 55 103 99 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 590,543 COMMITMENTS 19,122 109,021 129,417 436,157 348,390 584,696 586,828 5,847 3,715 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 24,866) 2,708 -3,075 13,736 9,190 14,165 25,634 24,826 -768 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 18.5 21.9 73.9 59.0 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 19 28 38 35 69 66 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 89,193 COMMITMENTS 57,256 43,861 9,694 21,426 34,849 88,376 88,404 817 789 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,278) -388 1,854 440 2,186 24 2,238 2,318 40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.2 49.2 10.9 24.0 39.1 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 20 15 23 20 18 49 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,454 COMMITMENTS 17,302 21,163 2,844 12,613 8,462 32,759 32,469 695 985 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -759) -569 -709 -25 -180 -160 -774 -894 15 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 63.3 8.5 37.7 25.3 97.9 97.1 2.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 15 15 11 12 30 36 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 35,587 COMMITMENTS 2,650 2,604 1,740 30,714 30,750 35,104 35,094 483 493 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 518) 3 -331 51 314 686 368 406 150 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 7.3 4.9 86.3 86.4 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 12 12 11 47 61 66 77 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,002 COMMITMENTS 1,157 648 706 3,745 4,468 5,608 5,822 394 180 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 390) -28 80 42 352 298 366 420 24 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 10.8 11.8 62.4 74.4 93.4 97.0 6.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 10 4 5 24 29 36 36 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,599 COMMITMENTS 1,217 0 221 18,706 20,084 20,144 20,305 455 294 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 5,702) -336 0 -144 6,182 5,966 5,702 5,822 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 1.1 90.8 97.5 97.8 98.6 2.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 2 23 19 26 21 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,024 COMMITMENTS 1,239 2,475 0 9,485 8,549 10,724 11,024 300 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 22.5 0.0 86.0 77.5 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 12 12 13 13 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 197,822 COMMITMENTS 16,303 39,623 0 181,519 158,199 197,822 197,822 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 20.0 0.0 91.8 80.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 13 12 14 13 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,413,377 COMMITMENTS 0 0 0 1413377 1413377 1413377 1413377 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 16 13 16 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 146,350 COMMITMENTS 5,345 2,533 2,892 138,113 140,925 146,350 146,350 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 1.7 2.0 94.4 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 25 23 28 25 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,022,460 COMMITMENTS 784 308,720 0 3021676 2713740 3022460 3022460 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.2 0.0 100.0 89.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 25 22 26 23 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,598 COMMITMENTS 0 2,243 440 20,158 17,660 20,598 20,343 0 255 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.9 2.1 97.9 85.7 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 12 11 13 13 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,951 COMMITMENTS 3,412 0 418 29,121 32,533 32,951 32,951 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.0 1.3 88.4 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 15 11 16 12 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,880 COMMITMENTS 725 147 3,949 56,206 55,738 60,880 59,834 0 1,046 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.2 6.5 92.3 91.6 100.0 98.3 0.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 18 17 20 19 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,987 COMMITMENTS 2,172 0 2,268 33,547 35,697 37,987 37,965 0 22 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 6.0 88.3 94.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 16 16 17 17 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,198 COMMITMENTS 0 0 0 22,198 22,176 22,198 22,176 0 22 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 12 18 12 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 349,597 COMMITMENTS 4,544 3,920 23,480 321,573 322,197 349,597 349,597 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -9,328) 0 0 0 -9,328 -9,328 -9,328 -9,328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.1 6.7 92.0 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 12 12 13 14 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 650,870 COMMITMENTS 114,456 0 3,920 532,494 646,950 650,870 650,870 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 0.0 0.6 81.8 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 18 16 19 17 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,573,587 COMMITMENTS 182,853 0 71,320 1319414 1502267 1573587 1573587 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 0.0 4.5 83.8 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 20 14 22 16 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 547,659 COMMITMENTS 207,586 0 0 340,073 547,659 547,659 547,659 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 0.0 0.0 62.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 14 17 14 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 338,800 COMMITMENTS 0 0 0 338,800 338,800 338,800 338,800 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 13 12 13 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,712 COMMITMENTS 373 162 0 6,029 6,400 6,402 6,562 310 150 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 363) 16 0 0 347 363 363 363 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 2.4 0.0 89.8 95.4 95.4 97.8 4.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 15 16 17 17 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 79,709 COMMITMENTS 3,350 6,224 838 74,831 72,312 79,019 79,374 690 335 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,802) -95 54 213 2,914 2,840 3,032 3,107 -230 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 7.8 1.1 93.9 90.7 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 12 4 7 49 48 63 57 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,375 COMMITMENTS 0 244 110 15,020 14,684 15,130 15,038 245 337 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,517) 0 -30 -90 1,577 1,607 1,487 1,487 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.7 97.7 95.5 98.4 97.8 1.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 15 19 16 20 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,849 COMMITMENTS 778 4,407 217 20,320 17,005 21,315 21,629 534 220 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 426) 80 75 3 352 348 435 426 -9 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 20.2 1.0 93.0 77.8 97.6 99.0 2.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 4 30 28 35 34 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,988 COMMITMENTS 370 2,499 1,496 12,056 9,777 13,922 13,772 66 216 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 213) -50 0 25 286 233 261 258 -48 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 17.9 10.7 86.2 69.9 99.5 98.5 0.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 4 26 23 31 27 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,394 COMMITMENTS 548 960 28 10,287 10,379 10,863 11,367 531 27 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 560) 37 30 12 705 545 754 587 -194 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 8.4 0.2 90.3 91.1 95.3 99.8 4.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 2 20 18 23 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,428,829 COMMITMENTS 412,781 131,132 472,925 474,099 763,506 1359805 1367563 69,024 61,266 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -47,033) -22,251 -19,821 -33,087 20,302 11,270 -35,036 -41,638 -11,997 -5,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 9.2 33.1 33.2 53.4 95.2 95.7 4.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 111 98 128 80 97 258 269 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,413 COMMITMENTS 67,706 14,333 3,003 38,952 79,029 109,661 96,365 26,752 40,048 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 586) -7,438 -137 -2,247 9,797 2,680 112 296 474 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.6 10.5 2.2 28.6 57.9 80.4 70.6 19.6 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 7 8 13 15 26 24 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,008 COMMITMENTS 13,048 62,130 56,332 66,392 15,484 135,772 133,946 4,236 6,062 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -10,186) -2,277 -6,445 -3,947 -3,291 708 -9,515 -9,684 -671 -502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 44.4 40.2 47.4 11.1 97.0 95.7 3.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 15 9 26 12 11 39 37 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,404 COMMITMENTS 0 60 0 12,329 12,320 12,329 12,380 75 24 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 209) -514 0 -31 754 240 209 209 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 99.4 99.3 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 20 15 20 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 32,482 COMMITMENTS 24,327 3,399 538 5,684 27,702 30,549 31,639 1,933 843 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 508) 494 -688 -2 -23 1,225 469 535 39 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.9 10.5 1.7 17.5 85.3 94.0 97.4 6.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 85 25 6 24 35 113 63 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,799 COMMITMENTS 43,202 16,911 820 15,466 45,416 59,488 63,147 7,311 3,652 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -11) -193 257 -652 935 145 90 -250 -101 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.7 25.3 1.2 23.2 68.0 89.1 94.5 10.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 103 40 11 32 36 141 83 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 360,455 COMMITMENTS 112,261 29,589 82,134 146,080 225,757 340,475 337,480 19,980 22,975 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -7,438) 2,622 -1,802 -4,542 -4,125 -407 -6,045 -6,751 -1,393 -687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 8.2 22.8 40.5 62.6 94.5 93.6 5.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 77 46 76 75 91 182 188 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,032 COMMITMENTS 6,938 4,877 1,603 5,580 7,113 14,121 13,593 2,911 3,439 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 475) -283 328 448 167 -308 332 468 143 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 28.6 9.4 32.8 41.8 82.9 79.8 17.1 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 5 8 9 9 18 18 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 24,687 COMMITMENTS 575 0 475 22,437 23,114 23,487 23,589 1,200 1,098 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 440) 0 0 0 -86 313 -86 313 526 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 1.9 90.9 93.6 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 18 19 20 21 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,918 COMMITMENTS 2,388 4,478 3,867 8,828 8,608 15,083 16,953 3,835 1,965 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,565) -268 1,600 230 1,521 -400 1,483 1,430 82 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 23.7 20.4 46.7 45.5 79.7 89.6 20.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 7 12 14 20 21 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 23,586 COMMITMENTS 12,786 20,775 47 10,555 2,747 23,388 23,569 198 17 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 918) -150 618 0 1,068 300 918 918 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.2 88.1 0.2 44.8 11.6 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 2 2 12 7 22 10 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 4,263 COMMITMENTS 2,237 2,473 880 664 767 3,781 4,120 482 143 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -54) -102 0 0 36 -54 -66 -54 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 58.0 20.6 15.6 18.0 88.7 96.6 11.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 10 11 2 3 15 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,571 COMMITMENTS 925 706 930 3,620 3,935 5,475 5,571 96 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 150) 0 300 -50 200 -100 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 12.7 16.7 65.0 70.6 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 4 2 19 15 24 20 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,683 COMMITMENTS 5,413 0 0 34,220 39,683 39,633 39,683 50 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,149) 75 0 0 2,044 2,149 2,119 2,149 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.0 0.0 86.2 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 0 29 25 33 25 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,150 COMMITMENTS 385 825 0 2,765 2,300 3,150 3,125 0 25 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 26.2 0.0 87.8 73.0 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 0 13 11 16 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,989 COMMITMENTS 1,892 900 1,106 14,678 15,881 17,676 17,887 313 102 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 915) 315 67 65 452 975 832 1,107 83 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 5.0 6.1 81.6 88.3 98.3 99.4 1.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 7 7 27 23 36 33 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,109 COMMITMENTS 1,265 983 594 12,056 12,426 13,915 14,003 194 106 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 156) 68 187 -108 148 77 108 156 48 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 7.0 4.2 85.4 88.1 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 4 5 29 32 39 40 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,747 COMMITMENTS 1,378 570 472 867 1,485 2,717 2,527 30 220 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 185) 240 190 -100 75 115 215 205 -30 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 20.7 17.2 31.6 54.1 98.9 92.0 1.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 8 3 18 18 24 29 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,128 COMMITMENTS 2,082 2,055 632 12,866 13,294 15,580 15,981 548 147 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 12.7 3.9 79.8 82.4 96.6 99.1 3.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 4 5 12 15 18 22 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,673 COMMITMENTS 1,903 1,879 1,258 27,192 25,883 30,353 29,020 2,320 3,653 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 655) -150 105 225 1,875 243 1,950 573 -1,295 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 5.8 3.9 83.2 79.2 92.9 88.8 7.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 19 23 22 28
Updated December 30, 2014