GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,663
COMMITMENTS
   8,131    2,267    1,617   33,393   39,688   43,141   43,572      522       91

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      4,406)
     275       78      421    3,707    3,907    4,403    4,406        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      5.2      3.7     76.5     90.9     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        6        4       31       40       36       50
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,593
COMMITMENTS
       0       50        0    5,527    5,543    5,527    5,593       66        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        165)
       0        0        0      109      165      109      165       56        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     98.8     99.1     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       18       14       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,182
COMMITMENTS
     636       80      355    9,141    9,891   10,132   10,326    1,050      856

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,012)
     151        0       59      656      856      866      915      146       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      0.7      3.2     81.7     88.5     90.6     92.3      9.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        4       28       30       33       34
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,024
COMMITMENTS
     189      557      273    2,943    2,520    3,405    3,350      619      674

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        262)
      22       90       -7      347      209      362      292     -100      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     13.8      6.8     73.1     62.6     84.6     83.3     15.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        4       23       25       27       30
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,769
COMMITMENTS
     585      100      266    3,245    3,744    4,096    4,110      673      659

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        150)
      69      -19       67       57      118      193      166      -43      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      2.1      5.6     68.0     78.5     85.9     86.2     14.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        4       26       29       30       33
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,827
COMMITMENTS
     642    1,105      150    4,995    5,086    5,787    6,341    1,040      486

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        276)
      40      -46        0      225      349      265      303       11      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     16.2      2.2     73.2     74.5     84.8     92.9     15.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        7        3       26       26       32       34
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,297
COMMITMENTS
       0      520        0      751      562      751    1,082      546      215

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     40.1      0.0     57.9     43.3     57.9     83.4     42.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        6        0       13        7       13       13
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,463
COMMITMENTS
     283    4,820    1,990   29,081   24,653   31,354   31,463      109        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,880)
      25     -205      380    1,475    1,705    1,880    1,880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     15.3      6.3     92.4     78.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        2       26       19       31       21
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,615
COMMITMENTS
     718      440      310    3,171    3,656    4,199    4,406      416      209

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        -10)
     -29      -10        5       49      -67       25      -72      -35       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      9.5      6.7     68.7     79.2     91.0     95.5      9.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        4       18       15       24       20
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        3,721
COMMITMENTS
     412        0      181    2,996    3,379    3,589    3,560      132      161

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        335)
     150        0        0      155      345      305      345       30      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      0.0      4.9     80.5     90.8     96.5     95.7      3.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       15       16       17       17
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      377,479
COMMITMENTS
  69,672  101,341   70,453  198,419  167,793  338,544  339,587   38,935   37,892

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      3,646)
   2,352    5,298   -2,469    4,125    1,659    4,008    4,488     -362     -842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     26.8     18.7     52.6     44.5     89.7     90.0     10.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      45       46       57       80       79      163      151
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       48,660
COMMITMENTS
       0      500        0   36,441   41,839   36,441   42,339   12,219    6,321

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,202)
       0     -500        0    1,749    1,704    1,749    1,204     -547       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     74.9     86.0     74.9     87.0     25.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       21       21       21       22
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,019,571
COMMITMENTS
 235,474  444,975  331,908  388,733  206,499  956,115  983,382   63,456   36,189

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     35,209)
   3,546   -7,234   16,527   12,336   25,737   32,409   35,030    2,800      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     43.6     32.6     38.1     20.3     93.8     96.5      6.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      99      107      122       69       60      246      221
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      422,314
COMMITMENTS
 198,201  140,525   74,236  145,310  200,722  417,747  415,483    4,567    6,831

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      7,495)
   2,819    4,328     -315    4,622    3,372    7,126    7,385      369      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     33.3     17.6     34.4     47.5     98.9     98.4      1.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       11       25       30       34       61       59
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       86,989
COMMITMENTS
  14,763   17,325   19,546   47,807   42,162   82,116   79,033    4,873    7,956

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      9,213)
   2,748    4,205    4,532    1,937      -96    9,217    8,641       -4      572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     19.9     22.5     55.0     48.5     94.4     90.9      5.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12        9       18       17       19       36       39
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,760,821
COMMITMENTS
 775,464  120,934  190,168  738,330  1413903  1703962  1725005   56,859   35,816

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     37,265)
  25,329    4,986      -60   13,586   34,237   38,855   39,163   -1,590   -1,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0      6.9     10.8     41.9     80.3     96.8     98.0      3.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      24       17       35       58       52       97       92
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      586,345
COMMITMENTS
  29,713  132,482  118,705  432,694  331,948  581,112  583,135    5,233    3,210

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      5,946)
   2,582   -4,185    1,651    1,645    8,317    5,878    5,783       68      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     22.6     20.2     73.8     56.6     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      14       19       25       37       35       67       63
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       96,595
COMMITMENTS
  55,400   46,921   13,549   26,396   34,911   95,345   95,381    1,250    1,214

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        924)
  -3,459   -1,079    2,760    1,476     -454      777    1,227      147     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.4     48.6     14.0     27.3     36.1     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      18       17       15       19       15       43       41
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       33,574
COMMITMENTS
  20,246   19,971    1,871   10,387   10,977   32,504   32,819    1,070      755

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,811)
   2,555      142     -126     -773    1,985    1,656    2,001      155     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3     59.5      5.6     30.9     32.7     96.8     97.8      3.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14       11       11       11       12       28       32
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       36,274
COMMITMENTS
   2,953    1,320    2,435   30,228   31,929   35,616   35,684      658      590

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      2,106)
     540      -63      141    1,313    2,021    1,994    2,099      112        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      3.6      6.7     83.3     88.0     98.2     98.4      1.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       7       10        6       43       51       53       64
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,806
COMMITMENTS
     504      749      626    3,420    3,179    4,550    4,554      256      252

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        454)
      35      140       59      360      202      454      401        0       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     15.6     13.0     71.2     66.1     94.7     94.8      5.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        5        7       23       28       34       36
 
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE         Code-064657
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| 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 01/13/15 (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 01/20/15                         |
--------------------------------------------------------------| 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 01/13/15 (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 01/20/15                         |
--------------------------------------------------------------| 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 01/13/15 (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 01/20/15                         |
--------------------------------------------------------------| 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 01/13/15 (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     10.2      0.0    100.0     89.8    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 01/20/15                         |
--------------------------------------------------------------| 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 01/13/15 (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 01/20/15                         |
--------------------------------------------------------------| 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 01/13/15 (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 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,384
COMMITMENTS
     399      162        0    6,645    7,087    7,044    7,249      340      135

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        922)
      75        0        0      817      922      892      922       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      2.2      0.0     90.0     96.0     95.4     98.2      4.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       13       14       15       15
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       71,074
COMMITMENTS
   3,737    5,822      700   65,810   64,099   70,247   70,621      827      453

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      2,346)
     359       91      -51    2,110    2,316    2,418    2,356      -72      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      8.2      1.0     92.6     90.2     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      12        3        7       45       46       59       54
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,060
COMMITMENTS
     533    2,692      203   18,815   16,937   19,551   19,832      509      228

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        500)
      15       20      -45      710      524      680      499     -180        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     13.4      1.0     93.8     84.4     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        3       30       25       33       30
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,640
COMMITMENTS
     170    1,463    1,837   11,476   10,223   13,483   13,523      157      117

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        588)
     -60     -125      170      468      602      578      647       10      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     10.7     13.5     84.1     74.9     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        3       22       21       26       25
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,265
COMMITMENTS
     504      929       46   10,161   10,218   10,711   11,193      554       72

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        208)
       0      -36       18      160      226      178      208       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      8.2      0.4     90.2     90.7     95.1     99.4      4.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       22       19       26       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,591,022
COMMITMENTS
 480,508  199,239  504,784  523,019  809,270  1508311  1513293   82,711   77,729

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:    -36,513)
  -4,956  -10,745  -26,045   -1,423    1,041  -32,424  -35,749   -4,089     -764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     12.5     31.7     32.9     50.9     94.8     95.1      5.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     126      114      131       88       99      296      276
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      125,370
COMMITMENTS
  59,729   13,753    1,705   39,834   68,628  101,268   84,086   24,102   41,284

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        538)
       1      280      112      720      584      833      976     -295     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.6     11.0      1.4     31.8     54.7     80.8     67.1     19.2     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        6        3       14       15       21       22
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      144,678
COMMITMENTS
  12,615   61,684   60,561   67,516   15,642  140,692  137,887    3,986    6,791

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -4,153)
     815    1,372   -4,646    1,828     -284   -2,003   -3,558   -2,150     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     42.6     41.9     46.7     10.8     97.2     95.3      2.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17       12       27       14       10       44       38
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,319
COMMITMENTS
       0       60        0   13,319   13,235   13,319   13,295        0       24

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        270)
       0        0        0      270      270      270      270        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       22       17       22       18
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       34,518
COMMITMENTS
  25,210    4,951    1,124    5,986   27,085   32,320   33,160    2,198    1,358

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        692)
     150    1,081       74      540     -918      764      237      -72      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.0     14.3      3.3     17.3     78.5     93.6     96.1      6.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      79       38       12       23       33      110       79
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       67,945
COMMITMENTS
  49,136   16,064      129   11,601   49,221   60,866   65,414    7,079    2,531

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,587)
   2,776   -1,764     -169   -1,216    3,741    1,391    1,808      196     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.3     23.6      0.2     17.1     72.4     89.6     96.3     10.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
     117       40        6       25       37      144       82
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      381,786
COMMITMENTS
 128,258   50,662   78,271  155,910  229,559  362,439  358,492   19,347   23,294

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      4,767)
   5,112      481     -917    1,147    4,812    5,342    4,376     -575      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     13.3     20.5     40.8     60.1     94.9     93.9      5.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      68       50       66       84       97      184      183
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       24,677
COMMITMENTS
     650        0      750   22,405   22,915   23,805   23,665      872    1,012

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,389)
       0        0      300      939    1,089    1,239    1,389      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      3.0     90.8     92.9     96.5     95.9      3.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        4       18       19       22       23
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,359
COMMITMENTS
   1,497    5,470    3,113    8,591    6,861   13,201   15,444    4,158    1,915

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        812)
      78   -1,471      849       80    1,585    1,007      963     -195     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     31.5     17.9     49.5     39.5     76.0     89.0     24.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        5        5       13       12       20       18
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       22,006
COMMITMENTS
  12,022   19,879        0    9,778    2,110   21,800   21,989      206       17

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:         70)
       0       15        0       70       55       70       70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6     90.3      0.0     44.4      9.6     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 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,571
COMMITMENTS
     790      728      700    2,946    3,047    4,436    4,475      135       96

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        -50)
       0        0      -50        0        0      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     15.9     15.3     64.4     66.7     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        1       12       12       17       15
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,413
COMMITMENTS
   5,241        0        0   30,142   35,383   35,383   35,383       30       30

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        548)
      -5        0        0      553      548      548      548        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      0.0      0.0     85.1     99.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       26       23       29       23
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,643
COMMITMENTS
   2,423    1,001      702   12,289   14,818   15,414   16,521    1,229      122

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        319)
     243      107        9       67      203      319      319        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      6.0      4.2     73.8     89.0     92.6     99.3      7.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        6        4       21       21       27       29
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,340
COMMITMENTS
   1,504      962      535    9,891   10,726   11,930   12,223      410      117

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        451)
     235       54       39      114      358      388      451       63        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      7.8      4.3     80.2     86.9     96.7     99.1      3.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        4        4       23       28       31       36
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,347
COMMITMENTS
   1,010      982      390      842      810    2,242    2,182      105      165

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        200)
     -40      210       30      200       20      190      260       10      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     41.8     16.6     35.9     34.5     95.5     93.0      4.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3       12        5       13       14       20       28
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| 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 01/13/15 (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 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,377
COMMITMENTS
   2,033    2,028      529   24,896   23,732   27,458   26,289    2,919    4,088

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,043)
     158      -12       13      687      609      858      610      185      433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      6.7      1.7     82.0     78.1     90.4     86.5      9.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        4       20       19       24       24



Updated January 23, 2015