GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,689 COMMITMENTS 7,212 2,199 968 26,990 32,431 35,170 35,598 519 91 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -5,271) -279 -182 56 -5,041 -5,191 -5,264 -5,317 -7 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 6.2 2.7 75.6 90.9 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 6 4 30 39 35 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,024 COMMITMENTS 0 50 0 5,014 4,974 5,014 5,024 10 0 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -622) 0 0 0 -592 -612 -592 -612 -30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 99.8 99.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 14 19 14 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,444 COMMITMENTS 370 55 270 8,002 8,455 8,642 8,780 802 664 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,297) -140 -225 -51 -2,168 -2,065 -2,359 -2,341 62 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.6 2.9 84.7 89.5 91.5 93.0 8.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 4 26 29 31 33 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,239 COMMITMENTS 147 329 241 2,168 2,010 2,556 2,580 683 659 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,076) -75 -190 33 -946 -875 -988 -1,032 -88 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 10.2 7.4 66.9 62.1 78.9 79.7 21.1 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 4 18 20 22 25 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,997 COMMITMENTS 448 65 156 2,642 3,098 3,246 3,319 751 678 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -620) 11 -55 87 -692 -618 -594 -586 -26 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 1.6 3.9 66.1 77.5 81.2 83.0 18.8 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 4 22 21 26 25 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,118 COMMITMENTS 562 1,053 74 4,441 4,328 5,077 5,455 1,041 663 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,802) -242 -231 -131 -2,141 -1,865 -2,514 -2,227 712 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 17.2 1.2 72.6 70.7 83.0 89.2 17.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 6 2 23 21 28 28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,497 COMMITMENTS 183 4,890 575 24,450 20,032 25,208 25,497 289 0 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,479) -25 639 -186 -1,321 -1,932 -1,532 -1,479 53 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 19.2 2.3 95.9 78.6 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 23 18 26 20 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,424 COMMITMENTS 767 455 205 2,952 3,617 3,924 4,277 500 147 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -655) -29 -518 142 -725 -302 -612 -678 -43 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 10.3 4.6 66.7 81.8 88.7 96.7 11.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 16 12 22 17 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 3,009 COMMITMENTS 151 0 157 2,621 2,678 2,929 2,835 80 174 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -746) -49 0 17 -644 -763 -676 -746 -70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 5.2 87.1 89.0 97.3 94.2 2.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 15 13 17 14 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 359,244 COMMITMENTS 62,178 86,465 68,372 190,168 166,416 320,718 321,253 38,526 37,991 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 16,345) 5,863 1,699 8,729 1,954 4,105 16,546 14,533 -201 1,812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 24.1 19.0 52.9 46.3 89.3 89.4 10.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 43 43 53 76 75 156 142 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,337 COMMITMENTS 0 400 0 34,258 41,009 34,258 41,409 12,079 4,928 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -6,689) 0 -175 0 -6,524 -7,009 -6,524 -7,184 -165 495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 73.9 88.5 73.9 89.4 26.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 19 19 19 20 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 956,917 COMMITMENTS 229,376 445,516 299,036 368,101 179,920 896,513 924,472 60,404 32,445 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 23,183) 2,537 -5,530 22,325 -4,964 2,644 19,898 19,439 3,285 3,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 46.6 31.2 38.5 18.8 93.7 96.6 6.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 89 104 127 70 55 242 215 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 412,253 COMMITMENTS 196,841 133,844 74,631 136,696 197,124 408,168 405,599 4,085 6,654 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 4,458) 1,650 -1,800 1,021 1,875 5,098 4,546 4,319 -88 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 32.5 18.1 33.2 47.8 99.0 98.4 1.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 15 11 26 30 32 61 58 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 75,682 COMMITMENTS 11,447 13,545 14,944 43,808 41,141 70,199 69,630 5,483 6,052 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 3,340) 2,503 515 252 -451 2,938 2,304 3,705 1,036 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 17.9 19.7 57.9 54.4 92.8 92.0 7.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 10 8 15 16 18 32 35 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,690,199 COMMITMENTS 747,177 100,891 184,686 698,564 1368471 1630427 1654048 59,772 36,151 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 2,655) -7,682 4,945 1,271 7,941 -3,722 1,530 2,494 1,125 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 6.0 10.9 41.3 81.0 96.5 97.9 3.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 22 17 35 56 52 94 92 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 566,832 COMMITMENTS 23,361 135,468 110,076 427,335 317,537 560,772 563,081 6,060 3,751 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 9,339) 342 -2,213 8,210 267 3,700 8,819 9,697 520 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 23.9 19.4 75.4 56.0 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 14 17 22 36 34 63 60 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 90,009 COMMITMENTS 60,837 46,114 8,294 19,833 34,277 88,964 88,685 1,045 1,324 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 4,502) 3,426 2,840 112 744 1,285 4,282 4,237 220 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.6 51.2 9.2 22.0 38.1 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 17 18 17 17 43 42 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,063 COMMITMENTS 17,481 20,324 2,027 10,670 7,787 30,178 30,138 885 925 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 570) 630 280 190 -505 110 315 580 255 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.3 65.4 6.5 34.3 25.1 97.2 97.0 2.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 12 13 12 12 29 33 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 31,845 COMMITMENTS 1,932 1,781 1,734 27,724 27,839 31,390 31,354 455 491 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -4,232) -818 -713 -8 -3,375 -3,509 -4,201 -4,230 -31 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 5.6 5.4 87.1 87.4 98.6 98.5 1.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 7 10 10 43 50 56 65 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,060 COMMITMENTS 449 711 567 2,733 2,556 3,749 3,834 311 226 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,146) -783 59 -185 -1,114 -2,066 -2,082 -2,192 -64 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 17.5 14.0 67.3 63.0 92.3 94.4 7.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 5 7 19 25 30 33 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,004 COMMITMENTS 1,126 0 132 17,172 18,456 18,430 18,588 574 416 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,597) -91 0 -89 -1,536 -1,750 -1,716 -1,839 119 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 0.7 90.4 97.1 97.0 97.8 3.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 1 18 16 21 17 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,376,921 COMMITMENTS 0 0 0 1376921 1376921 1376921 1376921 0 0 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -36,456) 0 0 0 -36,456 -36,456 -36,456 -36,456 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 21) 0 0 0 12 16 12 16 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 142,148 COMMITMENTS 3,845 2,555 2,540 135,763 137,053 142,148 142,148 0 0 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -4,202) -220 22 -352 -3,630 -3,872 -4,202 -4,202 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.8 1.8 95.5 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 20 20 21 22 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,988,860 COMMITMENTS 0 308,720 0 2988860 2680140 2988860 2988860 0 0 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -49,512) -784 0 0 -48,728 -49,512 -49,512 -49,512 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.3 0.0 100.0 89.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 23 15 23 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,524 COMMITMENTS 725 147 3,729 52,070 51,473 56,524 55,349 0 1,175 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -4,356) 0 0 -220 -4,136 -4,265 -4,356 -4,485 0 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.3 6.6 92.1 91.1 100.0 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 14 12 16 14 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,525,795 COMMITMENTS 170,733 0 71,320 1283742 1454475 1525795 1525795 0 0 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -47,792) -12,120 0 0 -35,672 -47,792 -47,792 -47,792 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 0.0 4.7 84.1 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 2 16 11 18 13 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,003 COMMITMENTS 374 162 0 5,243 5,666 5,617 5,828 386 175 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,075) 1 0 0 -1,152 -1,100 -1,151 -1,100 76 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 2.7 0.0 87.3 94.4 93.6 97.1 6.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 11 12 13 13 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 68,536 COMMITMENTS 3,443 5,601 517 63,707 61,965 67,667 68,083 869 453 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -7,227) -7 -688 -321 -7,068 -6,343 -7,396 -7,352 169 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 8.2 0.8 93.0 90.4 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 10 4 7 42 44 55 52 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,925 COMMITMENTS 460 2,567 174 16,763 15,019 17,397 17,760 528 165 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -4,375) -348 -1,840 -33 -3,998 -2,437 -4,379 -4,310 4 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 14.3 1.0 93.5 83.8 97.1 99.1 2.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 3 26 24 29 29 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,902 COMMITMENTS 380 1,668 1,695 10,662 9,369 12,737 12,732 165 170 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,163) 10 -806 93 -1,338 -377 -1,235 -1,090 72 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 12.9 13.1 82.6 72.6 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 3 20 21 24 24 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,669 COMMITMENTS 504 920 38 9,567 9,579 10,109 10,537 560 132 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -668) -44 -40 10 -663 -743 -697 -773 29 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 8.6 0.4 89.7 89.8 94.8 98.8 5.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 3 18 17 22 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,505,101 COMMITMENTS 440,821 172,021 491,015 490,464 770,342 1422300 1433378 82,801 71,723 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 47,372) 19,637 23,321 12,632 7,409 6,710 39,678 42,663 7,694 4,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 11.4 32.6 32.6 51.2 94.5 95.2 5.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 117 116 134 86 97 280 283 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,067 COMMITMENTS 59,069 14,739 1,503 38,850 67,955 99,422 84,197 25,645 40,870 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -11,272) -8,711 406 -1,320 -102 -11,983 -10,133 -12,897 -1,139 1,625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 11.8 1.2 31.1 54.3 79.5 67.3 20.5 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 5 3 13 14 20 20 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 139,120 COMMITMENTS 14,464 61,873 55,262 64,126 15,552 133,852 132,687 5,268 6,433 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,640) 216 -474 -1,353 -1,393 -113 -2,530 -1,940 890 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 44.5 39.7 46.1 11.2 96.2 95.4 3.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 15 10 25 12 11 38 37 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,508 COMMITMENTS 0 60 0 12,508 12,424 12,508 12,484 0 24 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 104) 0 0 0 179 104 179 104 -75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 100.0 99.3 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 21 15 21 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 32,665 COMMITMENTS 24,265 3,185 811 5,531 27,864 30,607 31,860 2,058 805 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -281) -376 -327 305 -171 -222 -242 -244 -39 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.3 9.8 2.5 16.9 85.3 93.7 97.5 6.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 89 23 11 22 34 117 64 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,275 COMMITMENTS 45,565 18,265 521 13,156 44,335 59,242 63,121 7,033 3,154 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 2,100) 1,868 1,712 41 -142 158 1,767 1,911 333 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.8 27.6 0.8 19.9 66.9 89.4 95.2 10.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 110 45 8 33 33 146 83 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 334,036 COMMITMENTS 115,939 37,587 69,159 129,279 205,938 314,377 312,684 19,659 21,352 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 943) 6,349 5,519 -1,282 -3,749 -2,942 1,318 1,295 -375 -352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 11.3 20.7 38.7 61.7 94.1 93.6 5.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 64 50 63 69 95 163 183 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 22,071 COMMITMENTS 700 0 350 19,849 20,724 20,899 21,074 1,172 997 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,813) 125 0 -275 -2,494 -2,437 -2,644 -2,712 -169 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 1.6 89.9 93.9 94.7 95.5 5.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 3 15 18 18 21 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,636 COMMITMENTS 12,022 19,432 0 9,383 2,187 21,405 21,619 231 17 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,100) -764 -1,343 -47 -1,322 -710 -2,133 -2,100 33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 89.8 0.0 43.4 10.1 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 0 10 5 16 7 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,421 COMMITMENTS 790 478 800 2,696 3,047 4,286 4,325 135 96 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,000) -135 -78 -130 -774 -888 -1,039 -1,096 39 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 10.8 18.1 61.0 68.9 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 1 11 12 16 15 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,850 COMMITMENTS 4,996 0 0 29,824 34,820 34,820 34,820 30 30 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -4,643) -417 0 0 -4,206 -4,673 -4,623 -4,673 -20 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 0.0 0.0 85.6 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 26 22 29 22 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,084 COMMITMENTS 1,951 863 649 12,235 14,452 14,835 15,964 1,249 120 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,005) 59 -55 -514 -2,486 -1,454 -2,941 -2,023 936 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 5.4 4.0 76.1 89.9 92.2 99.3 7.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 7 4 19 18 24 26 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,840 COMMITMENTS 795 949 496 10,175 10,206 11,466 11,651 374 189 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,352) -420 -43 -98 -2,014 -2,294 -2,532 -2,435 180 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 8.0 4.2 85.9 86.2 96.8 98.4 3.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 3 3 21 24 27 30 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,977 COMMITMENTS 910 642 360 577 790 1,847 1,792 130 185 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -890) -548 102 -142 -290 -795 -980 -835 90 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 32.5 18.2 29.2 40.0 93.4 90.6 6.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 8 4 8 12 15 22 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,913 COMMITMENTS 1,812 2,151 456 12,033 12,210 14,301 14,817 612 96 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,119) -270 96 -176 -833 -1,084 -1,279 -1,164 160 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 14.4 3.1 80.7 81.9 95.9 99.4 4.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 4 10 10 15 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,568 COMMITMENTS 1,140 1,085 936 22,267 20,852 24,343 22,873 2,225 3,695 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -6,014) -763 -784 -322 -4,744 -4,876 -5,829 -5,982 -185 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 4.1 3.5 83.8 78.5 91.6 86.1 8.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 17 17 21 21
Updated January 9, 2015