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