GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,960 COMMITMENTS 7,491 2,381 912 32,031 37,622 40,434 40,915 526 45 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 1,440) 324 352 -146 1,262 1,234 1,440 1,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 5.8 2.2 78.2 91.9 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 6 4 35 44 40 54 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,646 COMMITMENTS 0 50 0 5,606 5,586 5,606 5,636 40 10 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,741 COMMITMENTS 510 280 321 10,170 10,520 11,001 11,121 740 620 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 350) 30 0 29 276 321 335 350 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 2.4 2.7 86.6 89.6 93.7 94.7 6.3 5.3 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,315 COMMITMENTS 222 519 208 3,114 2,885 3,544 3,612 771 703 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 17) -75 14 38 60 -24 23 28 -6 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 12.0 4.8 72.2 66.9 82.1 83.7 17.9 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 4 4 19 26 23 32 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,617 COMMITMENTS 437 120 69 3,334 3,716 3,840 3,905 777 712 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 88) 5 5 -6 48 51 47 50 41 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 2.6 1.5 72.2 80.5 83.2 84.6 16.8 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 23 25 26 28 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,920 COMMITMENTS 804 1,284 205 6,582 6,193 7,591 7,682 329 238 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 283) 30 70 0 211 213 241 283 42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 16.2 2.6 83.1 78.2 95.8 97.0 4.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 7 7 27 25 36 35 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,565 COMMITMENTS 103 497 205 911 663 1,219 1,365 346 200 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 290) -30 20 135 195 115 300 270 -10 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 31.8 13.1 58.2 42.4 77.9 87.2 22.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 3 16 11 21 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,976 COMMITMENTS 208 4,251 761 25,771 21,964 26,740 26,976 236 0 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 1,591) 0 245 25 1,566 1,321 1,591 1,591 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 15.8 2.8 95.5 81.4 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,079 COMMITMENTS 796 973 63 3,677 3,919 4,536 4,955 543 124 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 50) -20 -8 20 60 33 60 45 -10 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 19.2 1.2 72.4 77.2 89.3 97.6 10.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 4 3 22 15 29 21 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 3,755 COMMITMENTS 200 0 140 3,265 3,441 3,605 3,581 150 174 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 15) 15 0 0 0 25 15 25 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 3.7 87.0 91.6 96.0 95.4 4.0 4.6 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 342,899 COMMITMENTS 56,315 84,766 59,643 188,214 162,311 304,172 306,720 38,727 36,179 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -11,573) -2,086 -2,608 -7,099 -3,777 -1,691 -12,962 -11,398 1,389 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 24.7 17.4 54.9 47.3 88.7 89.4 11.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 44 38 47 75 78 147 140 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,026 COMMITMENTS 0 575 0 40,782 48,018 40,782 48,593 12,244 4,433 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 298) 0 0 0 511 488 511 488 -213 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 76.9 90.6 76.9 91.6 23.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 22 22 22 23 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 933,734 COMMITMENTS 226,839 451,046 276,711 373,065 177,276 876,615 905,033 57,119 28,701 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 9,721) -569 7,197 422 10,523 4,480 10,376 12,099 -655 -2,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 48.3 29.6 40.0 19.0 93.9 96.9 6.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 90 96 118 69 55 235 202 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 407,795 COMMITMENTS 195,191 135,644 73,610 134,821 192,026 403,622 401,280 4,173 6,515 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -28,461) -6,497 -6,398 -8,672 -11,648 -13,187 -26,817 -28,257 -1,644 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 33.3 18.1 33.1 47.1 99.0 98.4 1.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 16 10 25 30 32 61 57 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 72,342 COMMITMENTS 8,944 13,030 14,692 44,259 38,203 67,895 65,925 4,447 6,417 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -15,452) -4,750 5,487 -8,398 -2,338 -13,231 -15,486 -16,142 34 690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 18.0 20.3 61.2 52.8 93.9 91.1 6.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 11 8 16 17 17 34 35 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,687,544 COMMITMENTS 754,859 95,946 183,415 690,623 1372193 1628897 1651554 58,647 35,990 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -129,080) -23,597 6,959 -65,063 -43,464 -70,563 -132,124 -128,667 3,044 -413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 5.7 10.9 40.9 81.3 96.5 97.9 3.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 22 17 35 55 51 94 90 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 557,493 COMMITMENTS 23,019 137,681 101,866 427,068 313,837 551,953 553,384 5,540 4,109 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -33,050) 3,897 28,660 -27,551 -9,089 -34,553 -32,743 -33,444 -307 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 24.7 18.3 76.6 56.3 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 12 19 21 36 33 62 59 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 85,507 COMMITMENTS 57,411 43,274 8,182 19,089 32,992 84,682 84,448 825 1,059 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -3,686) 155 -587 -1,512 -2,337 -1,857 -3,694 -3,956 8 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.1 50.6 9.6 22.3 38.6 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 17 15 19 17 17 42 43 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,493 COMMITMENTS 16,851 20,044 1,837 11,175 7,677 29,863 29,558 630 935 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -2,961) -451 -1,119 -1,007 -1,438 -785 -2,896 -2,911 -65 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 65.7 6.0 36.6 25.2 97.9 96.9 2.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 12 13 11 10 28 31 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 36,077 COMMITMENTS 2,750 2,494 1,742 31,099 31,348 35,591 35,584 486 493 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 490) 100 -110 2 385 598 487 490 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 6.9 4.8 86.2 86.9 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 14 10 11 48 61 67 77 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| 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 1,232 652 752 3,847 4,622 5,831 6,026 375 180 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 204) 75 4 46 102 154 223 204 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 10.5 12.1 62.0 74.5 94.0 97.1 6.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 10 4 5 25 29 37 36 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,601 COMMITMENTS 1,217 0 221 18,708 20,206 20,146 20,427 455 174 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 2) 0 0 0 2 122 2 122 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 1.1 90.8 98.1 97.8 99.2 2.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 2 23 20 26 22 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,152 COMMITMENTS 1,239 2,475 0 9,613 8,677 10,852 11,152 300 0 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 128) 0 0 0 128 128 128 128 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 22.2 0.0 86.2 77.8 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 202,061 COMMITMENTS 16,303 39,623 0 185,758 162,438 202,061 202,061 0 0 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 4,239) 0 0 0 4,239 4,239 4,239 4,239 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 19.6 0.0 91.9 80.4 100.0 100.0 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 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (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 12/30/14 | --------------------------------------------------------------| 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 4,065 2,533 2,892 139,393 140,925 146,350 146,350 0 0 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 0) -1,280 0 0 1,280 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.7 2.0 95.2 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 2 25 23 27 25 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,038,372 COMMITMENTS 784 308,720 0 3037588 2729652 3038372 3038372 0 0 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 15,912) 0 0 0 15,912 15,912 15,912 15,912 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 26 22 27 23 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (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 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (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 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (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 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (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 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (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 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 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 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (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 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (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 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (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 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,078 COMMITMENTS 373 162 0 6,395 6,766 6,768 6,928 310 150 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 366) 0 0 0 366 366 366 366 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 2.3 0.0 90.4 95.6 95.6 97.9 4.4 2.1 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 75,763 COMMITMENTS 3,450 6,289 838 70,775 68,308 75,063 75,435 700 328 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -3,946) 100 65 0 -4,056 -4,004 -3,956 -3,939 10 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 8.3 1.1 93.4 90.2 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,527 COMMITMENTS 0 184 110 15,192 14,916 15,302 15,210 225 317 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 152) 0 -60 0 172 232 172 172 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.7 97.8 96.1 98.6 98.0 1.4 2.0 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,300 COMMITMENTS 808 4,407 207 20,761 17,456 21,776 22,070 524 230 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 451) 30 0 -10 441 451 461 441 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 19.8 0.9 93.1 78.3 97.7 99.0 2.3 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,065 COMMITMENTS 370 2,474 1,602 12,000 9,746 13,972 13,822 93 243 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 77) 0 -25 106 -56 -31 50 50 27 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 17.6 11.4 85.3 69.3 99.3 98.3 0.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 3 26 23 30 26 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,337 COMMITMENTS 548 960 28 10,230 10,322 10,806 11,310 531 27 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -57) 0 0 0 -57 -57 -57 -57 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 8.5 0.2 90.2 91.0 95.3 99.8 4.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 2 20 19 23 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,457,729 COMMITMENTS 421,184 148,700 478,383 483,055 763,632 1382622 1390715 75,107 67,014 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 28,900) 8,403 17,568 5,458 8,956 126 22,817 23,152 6,083 5,748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 10.2 32.8 33.1 52.4 94.8 95.4 5.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 110 105 134 79 96 264 272 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,339 COMMITMENTS 67,780 14,333 2,823 38,952 79,938 109,555 97,094 26,784 39,245 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -74) 74 0 -180 0 909 -106 729 32 -803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 10.5 2.1 28.6 58.6 80.4 71.2 19.6 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 7 8 13 16 26 25 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,760 COMMITMENTS 14,248 62,347 56,615 65,519 15,665 136,382 134,627 4,378 6,133 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 752) 1,200 217 283 -873 181 610 681 142 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 44.3 40.2 46.5 11.1 96.9 95.6 3.1 4.4 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 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (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 0.5 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 32,946 COMMITMENTS 24,641 3,512 506 5,702 28,086 30,849 32,104 2,097 842 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 464) 314 113 -32 18 384 300 465 164 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.8 10.7 1.5 17.3 85.2 93.6 97.4 6.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 85 24 6 20 33 108 61 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,175 COMMITMENTS 43,697 16,553 480 13,298 44,177 57,475 61,210 6,700 2,965 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -2,624) 495 -358 -340 -2,168 -1,239 -2,013 -1,937 -611 -687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.1 25.8 0.7 20.7 68.8 89.6 95.4 10.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 104 42 9 31 35 138 83 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 333,093 COMMITMENTS 109,590 32,068 70,441 133,028 208,880 313,059 311,389 20,034 21,704 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -27,362) -2,671 2,479 -11,693 -13,052 -16,877 -27,416 -26,091 54 -1,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 9.6 21.1 39.9 62.7 94.0 93.5 6.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 72 41 64 68 89 165 173 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,140 COMMITMENTS 6,977 4,940 1,588 5,547 7,113 14,112 13,641 3,028 3,499 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 108) 39 63 -15 -33 0 -9 48 117 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 28.8 9.3 32.4 41.5 82.3 79.6 17.7 20.4 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 24,884 COMMITMENTS 575 0 625 22,343 23,161 23,543 23,786 1,341 1,098 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 197) 0 0 150 -94 47 56 197 141 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 2.5 89.8 93.1 94.6 95.6 5.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 3 18 19 21 22 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,718 COMMITMENTS 2,188 4,603 3,867 8,903 8,241 14,958 16,711 3,760 2,007 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -200) -200 125 0 75 -367 -125 -242 -75 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 24.6 20.7 47.6 44.0 79.9 89.3 20.1 10.7 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 23,736 COMMITMENTS 12,786 20,775 47 10,705 2,897 23,538 23,719 198 17 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.9 87.5 0.2 45.1 12.2 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 4,555 COMMITMENTS 2,309 2,471 1,120 666 821 4,095 4,412 460 143 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 292) 72 -2 240 2 54 314 292 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 54.2 24.6 14.6 18.0 89.9 96.9 10.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 10 12 2 3 16 19 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,421 COMMITMENTS 925 556 930 3,470 3,935 5,325 5,421 96 0 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -150) 0 -150 0 -150 0 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 10.3 17.2 64.0 72.6 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 2 18 15 23 19 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,493 COMMITMENTS 5,413 0 0 34,030 39,493 39,443 39,493 50 0 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -190) 0 0 0 -190 -190 -190 -190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 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 12/30/14 | --------------------------------------------------------------| 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 12/23/14 (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 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,077 COMMITMENTS 2,238 865 577 4,978 6,613 7,793 8,055 284 22 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 10.7 7.1 61.6 81.9 96.5 99.7 3.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 1 12 11 16 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,089 COMMITMENTS 1,892 918 1,163 14,721 15,906 17,776 17,987 313 102 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 100) 0 18 57 43 25 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 5.1 6.4 81.4 87.9 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,192 COMMITMENTS 1,215 992 594 12,189 12,500 13,998 14,086 194 106 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 83) -50 9 0 133 74 83 83 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 7.0 4.2 85.9 88.1 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 8 4 5 30 32 39 40 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,867 COMMITMENTS 1,458 540 502 867 1,585 2,827 2,627 40 240 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 120) 80 -30 30 0 100 110 100 10 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 18.8 17.5 30.2 55.3 98.6 91.6 1.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 8 4 18 19 25 30 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,032 COMMITMENTS 2,082 2,055 632 12,866 13,294 15,580 15,981 452 51 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -96) 0 0 0 0 0 0 0 -96 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 12.8 3.9 80.3 82.9 97.2 99.7 2.8 0.3 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,582 COMMITMENTS 1,903 1,869 1,258 27,011 25,728 30,172 28,855 2,410 3,727 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -91) 0 -10 0 -181 -155 -181 -165 90 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 5.7 3.9 82.9 79.0 92.6 88.6 7.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 20 23 23 28
Updated January 2, 2015