GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,257 COMMITMENTS 7,856 2,189 1,196 29,686 35,781 38,738 39,166 519 91 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 3,568) 644 -10 228 2,696 3,350 3,568 3,568 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 5.6 3.0 75.6 91.1 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 6 4 31 39 36 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,428 COMMITMENTS 0 50 0 5,418 5,378 5,418 5,428 10 0 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 404) 0 0 0 404 404 404 404 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 99.8 99.1 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 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,170 COMMITMENTS 485 80 296 8,485 9,035 9,266 9,411 904 759 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 726) 115 25 26 483 580 624 631 102 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.8 2.9 83.4 88.8 91.1 92.5 8.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 5 27 30 33 35 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,762 COMMITMENTS 167 467 280 2,596 2,311 3,043 3,058 719 704 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 523) 20 138 39 428 301 487 478 36 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 12.4 7.4 69.0 61.4 80.9 81.3 19.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 4 21 21 25 26 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,619 COMMITMENTS 516 119 199 3,188 3,626 3,903 3,944 716 675 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 622) 68 54 43 546 528 657 625 -35 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 2.6 4.3 69.0 78.5 84.5 85.4 15.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 5 23 26 28 31 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,551 COMMITMENTS 602 1,151 150 4,770 4,737 5,522 6,038 1,029 513 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 433) 40 98 76 329 409 445 583 -12 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 17.6 2.3 72.8 72.3 84.3 92.2 15.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 7 3 23 23 29 31 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,583 COMMITMENTS 258 5,025 1,610 27,606 22,948 29,474 29,583 109 0 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 4,086) 75 135 1,035 3,156 2,916 4,266 4,086 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 17.0 5.4 93.3 77.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 2 26 18 30 20 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,625 COMMITMENTS 747 450 305 3,122 3,723 4,174 4,478 451 147 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 201) -20 -5 100 170 106 250 201 -49 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 9.7 6.6 67.5 80.5 90.2 96.8 9.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 4 17 14 23 19 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 3,386 COMMITMENTS 262 0 181 2,841 3,034 3,284 3,215 102 171 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 377) 111 0 24 220 356 355 380 22 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 0.0 5.3 83.9 89.6 97.0 94.9 3.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 16 15 18 16 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 373,833 COMMITMENTS 67,320 96,043 72,922 194,294 166,134 334,536 335,099 39,297 38,734 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 14,589) 5,142 9,578 4,550 4,126 -282 13,818 13,846 771 743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 25.7 19.5 52.0 44.4 89.5 89.6 10.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 42 46 53 80 77 159 146 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 47,458 COMMITMENTS 0 1,000 0 34,692 40,135 34,692 41,135 12,766 6,323 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,121) 0 600 0 434 -874 434 -274 687 1,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 73.1 84.6 73.1 86.7 26.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 20 19 20 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 984,362 COMMITMENTS 231,928 452,209 315,381 376,397 180,762 923,706 948,352 60,656 36,010 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 27,445) 2,552 6,693 16,345 8,296 842 27,193 23,880 252 3,565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 45.9 32.0 38.2 18.4 93.8 96.3 6.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 95 111 127 68 53 251 221 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 414,819 COMMITMENTS 195,382 136,197 74,551 140,688 197,350 410,621 408,098 4,198 6,721 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 2,566) -1,459 2,353 -80 3,992 226 2,453 2,499 113 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 32.8 18.0 33.9 47.6 99.0 98.4 1.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 11 26 30 33 61 59 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 77,776 COMMITMENTS 12,015 13,120 15,014 45,870 42,258 72,899 70,392 4,877 7,384 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 2,094) 568 -425 70 2,062 1,117 2,700 762 -606 1,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 16.9 19.3 59.0 54.3 93.7 90.5 6.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 8 17 17 18 34 37 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,723,556 COMMITMENTS 750,135 115,948 190,228 724,744 1379666 1665107 1685842 58,449 37,714 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 33,357) 2,958 15,057 5,542 26,180 11,195 34,680 31,794 -1,323 1,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 6.7 11.0 42.0 80.0 96.6 97.8 3.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 23 17 35 56 52 95 92 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 580,399 COMMITMENTS 27,131 136,667 117,054 431,049 323,631 575,234 577,352 5,165 3,047 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 13,567) 3,770 1,199 6,978 3,714 6,094 14,462 14,271 -895 -704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 23.5 20.2 74.3 55.8 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 15 18 25 36 35 65 64 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 95,671 COMMITMENTS 58,859 48,000 10,789 24,920 35,365 94,568 94,154 1,103 1,517 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 5,662) -1,978 1,886 2,495 5,087 1,088 5,604 5,469 58 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.5 50.2 11.3 26.0 37.0 98.8 98.4 1.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 17 17 17 18 16 43 42 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,763 COMMITMENTS 17,691 19,829 1,997 11,160 8,992 30,848 30,818 915 945 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 700) 210 -495 -30 490 1,205 670 680 30 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.7 62.4 6.3 35.1 28.3 97.1 97.0 2.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 13 13 10 11 12 28 31 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 34,168 COMMITMENTS 2,413 1,383 2,294 28,915 29,908 33,622 33,585 546 583 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 2,323) 481 -398 560 1,191 2,069 2,232 2,231 91 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 4.0 6.7 84.6 87.5 98.4 98.3 1.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 6 10 8 43 51 55 64 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,352 COMMITMENTS 469 609 567 3,060 2,977 4,096 4,153 256 199 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 292) 20 -102 0 327 421 347 319 -55 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 14.0 13.0 70.3 68.4 94.1 95.4 5.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 5 7 21 28 32 36 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| 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 01/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 01/13/15 | --------------------------------------------------------------| 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 01/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 16 12 16 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| 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 01/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,021,788 COMMITMENTS 0 308,720 0 3021788 2713068 3021788 3021788 0 0 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 32,928) 0 0 0 32,928 32,928 32,928 32,928 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.2 0.0 100.0 89.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 24 15 24 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| 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 01/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 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 01/13/15 | --------------------------------------------------------------| 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 01/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 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 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,462 COMMITMENTS 324 162 0 5,828 6,165 6,152 6,327 310 135 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 459) -50 0 0 585 499 535 499 -76 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 2.5 0.0 90.2 95.4 95.2 97.9 4.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 11 13 13 14 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 68,728 COMMITMENTS 3,378 5,731 751 63,700 61,783 67,829 68,265 899 463 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 192) -65 130 234 -7 -182 162 182 30 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 8.3 1.1 92.7 89.9 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 11 3 7 43 44 56 52 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,560 COMMITMENTS 518 2,672 248 18,105 16,413 18,871 19,333 689 227 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,635) 58 105 74 1,342 1,394 1,474 1,573 161 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 13.7 1.3 92.6 83.9 96.5 98.8 3.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 3 28 24 31 29 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,052 COMMITMENTS 230 1,588 1,667 11,008 9,621 12,905 12,876 147 176 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 150) -150 -80 -28 346 252 168 144 -18 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 12.2 12.8 84.3 73.7 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 21 20 25 23 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,057 COMMITMENTS 504 965 28 10,001 9,992 10,533 10,985 524 72 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 388) 0 45 -10 434 413 424 448 -36 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 8.7 0.3 90.4 90.4 95.3 99.3 4.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 2 21 18 24 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,627,535 COMMITMENTS 485,464 209,984 530,829 524,442 808,229 1540735 1549042 86,800 78,493 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 122,434) 44,643 37,963 39,814 33,978 37,887 118,435 115,664 3,999 6,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 12.9 32.6 32.2 49.7 94.7 95.2 5.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 129 122 150 84 96 301 297 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,832 COMMITMENTS 59,728 13,473 1,593 39,114 68,044 100,435 83,110 24,397 41,722 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -235) 659 -1,266 90 264 89 1,013 -1,087 -1,248 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 10.8 1.3 31.3 54.5 80.5 66.6 19.5 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 5 2 14 15 20 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,831 COMMITMENTS 11,800 60,312 65,207 65,688 15,926 142,695 141,445 6,136 7,386 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 9,711) -2,664 -1,561 9,945 1,562 374 8,843 8,758 868 953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 40.5 43.8 44.1 10.7 95.9 95.0 4.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 15 11 25 12 11 39 36 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,049 COMMITMENTS 0 60 0 13,049 12,965 13,049 13,025 0 24 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 541) 0 0 0 541 541 541 541 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 100.0 99.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 21 17 21 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 33,826 COMMITMENTS 25,060 3,870 1,050 5,446 28,003 31,556 32,923 2,270 903 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,161) 795 685 239 -85 139 949 1,063 212 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.1 11.4 3.1 16.1 82.8 93.3 97.3 6.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 91 29 11 22 33 118 71 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,358 COMMITMENTS 46,360 17,828 298 12,817 45,480 59,475 63,606 6,883 2,752 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 83) 795 -437 -223 -339 1,145 233 485 -150 -402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.9 26.9 0.4 19.3 68.5 89.6 95.9 10.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 116 39 9 30 37 149 82 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 377,019 COMMITMENTS 123,146 50,181 79,188 154,763 224,747 357,097 354,116 19,922 22,903 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 42,983) 7,207 12,594 10,029 25,484 18,809 42,720 41,432 263 1,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 13.3 21.0 41.0 59.6 94.7 93.9 5.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 73 48 68 80 98 182 188 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 23,288 COMMITMENTS 650 0 450 21,466 21,826 22,566 22,276 722 1,012 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,217) -50 0 100 1,617 1,102 1,667 1,202 -450 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 1.9 92.2 93.7 96.9 95.7 3.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 3 16 18 19 21 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,547 COMMITMENTS 1,419 6,941 2,264 8,511 5,276 12,194 14,481 4,353 2,066 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -2,171) -769 2,338 -1,603 -392 -2,965 -2,764 -2,230 593 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 41.9 13.7 51.4 31.9 73.7 87.5 26.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 6 5 12 10 18 16 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,936 COMMITMENTS 12,022 19,864 0 9,708 2,055 21,730 21,919 206 17 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 300) 0 432 0 325 -132 325 300 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.8 90.6 0.0 44.3 9.4 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 0 11 5 17 7 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,621 COMMITMENTS 790 728 750 2,946 3,047 4,486 4,525 135 96 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 200) 0 250 -50 250 0 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 15.8 16.2 63.8 65.9 97.1 97.9 2.9 2.1 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 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,865 COMMITMENTS 5,246 0 0 29,589 34,835 34,835 34,835 30 30 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 15) 250 0 0 -235 15 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 0.0 0.0 84.9 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 27 23 30 23 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,324 COMMITMENTS 2,180 894 693 12,222 14,615 15,095 16,202 1,229 122 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 240) 229 31 44 -13 163 260 238 -20 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 5.5 4.2 74.9 89.5 92.5 99.3 7.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 7 4 21 20 27 29 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,889 COMMITMENTS 1,269 908 496 9,777 10,368 11,542 11,772 347 117 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 49) 474 -41 0 -398 162 76 121 -27 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 7.6 4.2 82.2 87.2 97.1 99.0 2.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 3 3 23 26 31 32 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,147 COMMITMENTS 1,050 772 360 642 790 2,052 1,922 95 225 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 170) 140 130 0 65 0 205 130 -35 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 36.0 16.8 29.9 36.8 95.6 89.5 4.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 9 4 10 12 17 23 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| 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 01/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 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 11 15 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,334 COMMITMENTS 1,875 2,040 516 24,209 23,123 26,600 25,679 2,734 3,655 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 2,766) 735 955 -420 1,942 2,271 2,257 2,806 509 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 7.0 1.8 82.5 78.8 90.7 87.5 9.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 4 18 18 23 23
Updated January 16, 2015