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