GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,676 COMMITMENTS 8,520 2,462 2,555 36,971 43,460 48,046 48,477 630 199 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 5,013) 389 195 938 3,578 3,772 4,905 4,905 108 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 5.1 5.2 76.0 89.3 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 6 5 32 41 38 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,015 COMMITMENTS 0 50 0 5,951 5,958 5,951 6,008 64 7 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 422) 0 0 0 424 415 424 415 -2 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 98.9 99.1 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 18 16 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,013 COMMITMENTS 610 65 403 10,985 11,753 11,998 12,221 1,015 792 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,831) -26 -15 48 1,844 1,862 1,866 1,895 -35 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.5 3.1 84.4 90.3 92.2 93.9 7.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 4 31 32 36 36 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,503 COMMITMENTS 184 666 313 3,346 2,912 3,843 3,891 660 612 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 479) -5 109 40 403 392 438 541 41 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 14.8 7.0 74.3 64.7 85.3 86.4 14.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 4 24 26 28 31 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,673 COMMITMENTS 652 116 424 3,970 4,522 5,046 5,062 627 611 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 904) 67 16 158 725 778 950 952 -46 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 2.0 7.5 70.0 79.7 88.9 89.2 11.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 5 28 31 33 36 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,268 COMMITMENTS 622 1,097 295 5,267 5,409 6,184 6,801 1,084 467 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 441) -20 -8 145 272 323 397 460 44 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 15.1 4.1 72.5 74.4 85.1 93.6 14.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 8 5 29 30 37 39 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,497 COMMITMENTS 0 620 40 911 657 951 1,317 546 180 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 200) 0 100 40 160 95 200 235 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 41.4 2.7 60.9 43.9 63.5 88.0 36.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 7 1 12 9 13 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,019 COMMITMENTS 283 5,250 2,675 30,952 26,094 33,910 34,019 109 0 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,556) 0 430 685 1,871 1,441 2,556 2,556 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 15.4 7.9 91.0 76.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 2 28 21 33 24 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,893 COMMITMENTS 688 463 356 3,371 3,831 4,415 4,650 478 243 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 278) -30 23 46 200 175 216 244 62 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 9.5 7.3 68.9 78.3 90.2 95.0 9.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 4 4 18 15 24 20 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,031 COMMITMENTS 332 0 331 3,191 3,519 3,854 3,850 177 181 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 310) -80 0 150 195 140 265 290 45 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 8.2 79.2 87.3 95.6 95.5 4.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 17 17 19 19 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 392,614 COMMITMENTS 68,386 99,776 72,481 208,750 182,828 349,617 355,085 42,997 37,529 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 15,135) -1,286 -1,565 2,028 10,331 15,035 11,073 15,498 4,062 -363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 25.4 18.5 53.2 46.6 89.0 90.4 11.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 45 46 57 78 79 159 152 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,763 COMMITMENTS 0 500 0 38,842 45,327 38,842 45,827 13,921 6,936 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 4,103) 0 0 0 2,401 3,488 2,401 3,488 1,702 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 73.6 85.9 73.6 86.9 26.4 13.1 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 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,000,469 COMMITMENTS 221,815 450,669 324,939 392,736 194,858 939,490 970,466 60,979 30,003 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -19,102) -13,659 5,694 -6,969 4,003 -11,641 -16,625 -12,916 -2,477 -6,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 45.0 32.5 39.3 19.5 93.9 97.0 6.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 96 108 129 67 56 247 223 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 436,544 COMMITMENTS 208,497 156,519 74,715 148,362 198,043 431,574 429,277 4,970 7,267 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 14,230) 10,296 15,994 479 3,052 -2,679 13,827 13,794 403 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 35.9 17.1 34.0 45.4 98.9 98.3 1.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 20 12 27 36 34 68 62 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 102,004 COMMITMENTS 18,397 23,156 25,358 53,119 46,400 96,874 94,914 5,130 7,090 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 15,015) 3,634 5,831 5,812 5,312 4,238 14,758 15,881 257 -866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 22.7 24.9 52.1 45.5 95.0 93.0 5.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 14 12 17 18 19 39 41 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,804,808 COMMITMENTS 780,578 126,122 202,936 762,560 1440010 1746074 1769068 58,734 35,740 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 43,987) 5,114 5,188 12,768 24,230 26,107 42,112 44,063 1,875 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 7.0 11.2 42.3 79.8 96.7 98.0 3.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 24 18 34 58 53 97 92 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 614,433 COMMITMENTS 36,024 142,975 127,929 445,440 340,170 609,393 611,074 5,040 3,359 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 28,088) 6,311 10,493 9,224 12,746 8,222 28,281 27,939 -193 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 23.3 20.8 72.5 55.4 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 15 21 27 38 37 69 69 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 103,425 COMMITMENTS 55,905 47,900 15,743 30,527 38,583 102,175 102,226 1,250 1,199 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 6,830) 505 979 2,194 4,131 3,672 6,830 6,845 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.1 46.3 15.2 29.5 37.3 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 17 17 18 20 17 47 42 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,814 COMMITMENTS 20,156 19,659 2,063 10,535 11,357 32,754 33,079 1,060 735 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 240) -90 -312 192 148 380 250 260 -10 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.6 58.1 6.1 31.2 33.6 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 12 14 11 12 32 33 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 38,379 COMMITMENTS 2,915 1,146 2,477 32,389 34,215 37,781 37,838 598 541 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,105) -38 -174 42 2,161 2,286 2,165 2,154 -60 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 3.0 6.5 84.4 89.2 98.4 98.6 1.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 7 10 8 45 54 57 68 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,745 COMMITMENTS 0 25 0 2,670 2,640 2,670 2,665 75 80 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 97.3 96.2 97.3 97.1 2.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 13 13 14 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,959 COMMITMENTS 394 720 669 3,530 3,309 4,593 4,698 366 261 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 153) -110 -29 43 110 130 43 144 110 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 14.5 13.5 71.2 66.7 92.6 94.7 7.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 6 7 23 31 32 40 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| 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 01/20/15 (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 01/27/15 | --------------------------------------------------------------| 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 01/20/15 (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 01/27/15 | --------------------------------------------------------------| 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 01/20/15 (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 01/27/15 | --------------------------------------------------------------| 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 01/20/15 (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 01/27/15 | --------------------------------------------------------------| 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 01/20/15 (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 N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 602,574 COMMITMENTS 117,904 0 0 484,670 602,574 602,574 602,574 0 0 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 0.0 0.0 80.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 12 13 14 13 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| 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 01/20/15 (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 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,704 COMMITMENTS 447 162 0 7,917 8,407 8,364 8,569 340 135 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,320) 48 0 0 1,272 1,320 1,320 1,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 1.9 0.0 91.0 96.6 96.1 98.4 3.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 14 15 16 16 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 71,734 COMMITMENTS 3,224 6,107 955 66,632 64,231 70,811 71,293 923 441 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 660) -513 285 255 822 132 564 672 96 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 8.5 1.3 92.9 89.5 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 11 3 7 44 46 58 54 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,168 COMMITMENTS 573 2,737 281 19,854 17,898 20,708 20,916 460 252 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,108) 40 45 78 1,039 961 1,157 1,084 -49 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 12.9 1.3 93.8 84.6 97.8 98.8 2.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 3 31 26 34 31 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,997 COMMITMENTS 170 1,423 1,997 11,418 10,445 13,585 13,865 412 132 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 357) 0 -40 160 -58 222 102 342 255 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 10.2 14.3 81.6 74.6 97.1 99.1 2.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 3 21 21 25 25 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,570 COMMITMENTS 546 924 44 10,391 10,517 10,981 11,485 589 85 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 305) 42 -5 -2 230 299 270 292 35 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 8.0 0.4 89.8 90.9 94.9 99.3 5.1 0.7 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 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,668,047 COMMITMENTS 496,281 222,010 519,451 568,519 855,154 1584251 1596615 83,796 71,432 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 77,025) 15,773 22,771 14,667 45,500 45,884 75,940 83,322 1,085 -6,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 13.3 31.1 34.1 51.3 95.0 95.7 5.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 125 120 147 93 104 311 299 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,206 COMMITMENTS 61,431 14,031 1,848 41,058 70,191 104,337 86,070 23,869 42,136 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,836) 1,702 278 143 1,224 1,563 3,069 1,984 -233 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 10.9 1.4 32.0 54.7 81.4 67.1 18.6 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 6 4 14 15 21 23 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 146,164 COMMITMENTS 10,398 59,863 62,603 68,829 17,093 141,830 139,559 4,334 6,605 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,486) -2,217 -1,821 2,042 1,313 1,451 1,138 1,672 348 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 41.0 42.8 47.1 11.7 97.0 95.5 3.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 17 13 25 14 11 42 39 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,239 COMMITMENTS 0 30 0 11,239 11,197 11,239 11,227 0 12 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -2,080) 0 -30 0 -2,080 -2,038 -2,080 -2,068 0 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 100.0 99.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 22 16 22 17 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 34,098 COMMITMENTS 24,917 5,397 1,046 6,087 26,236 32,050 32,679 2,048 1,419 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -420) -293 446 -78 101 -849 -270 -481 -150 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 15.8 3.1 17.9 76.9 94.0 95.8 6.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 76 36 13 21 32 103 79 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 65,908 COMMITMENTS 47,515 12,672 253 11,734 50,419 59,502 63,344 6,406 2,564 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -2,037) -1,621 -3,392 124 133 1,198 -1,364 -2,070 -673 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.1 19.2 0.4 17.8 76.5 90.3 96.1 9.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 125 39 9 24 35 153 79 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 376,283 COMMITMENTS 131,849 47,301 76,082 147,783 231,037 355,714 354,420 20,569 21,863 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -5,503) 3,591 -3,361 -2,189 -8,127 1,478 -6,725 -4,072 1,222 -1,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 12.6 20.2 39.3 61.4 94.5 94.2 5.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 72 47 67 86 99 190 184 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,440 COMMITMENTS 5,654 6,045 1,368 6,199 5,862 13,221 13,275 3,219 3,165 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 36.8 8.3 37.7 35.7 80.4 80.7 19.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 8 9 10 18 19 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 24,977 COMMITMENTS 700 0 900 22,480 22,765 24,080 23,665 897 1,312 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 300) 50 0 150 75 -150 275 0 25 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 3.6 90.0 91.1 96.4 94.7 3.6 5.3 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 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,529 COMMITMENTS 1,804 4,919 4,216 8,928 7,973 14,948 17,108 4,581 2,421 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,170) 307 -551 1,103 337 1,112 1,747 1,664 423 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 25.2 21.6 45.7 40.8 76.5 87.6 23.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 4 5 13 14 20 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 22,498 COMMITMENTS 11,684 19,831 0 10,608 2,650 22,292 22,481 206 17 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 492) -338 -48 0 830 540 492 492 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.9 88.1 0.0 47.2 11.8 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 2 0 12 4 18 6 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 5,279 COMMITMENTS 2,963 2,939 1,278 684 839 4,925 5,056 354 223 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.1 55.7 24.2 13.0 15.9 93.3 95.8 6.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 10 8 4 4 15 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,541 COMMITMENTS 840 678 700 2,866 3,067 4,406 4,445 135 96 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -30) 50 -50 0 -80 20 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 14.9 15.4 63.1 67.5 97.0 97.9 3.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 1 13 13 18 16 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,550 COMMITMENTS 5,991 0 0 29,529 35,520 35,520 35,520 30 30 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 137) 750 0 0 -613 137 137 137 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 0.0 0.0 83.1 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 25 22 28 22 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,667 COMMITMENTS 3,539 340 652 4,458 7,663 8,649 8,655 18 12 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 3.9 7.5 51.4 88.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 2 13 11 18 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,108 COMMITMENTS 2,216 852 849 12,488 15,285 15,553 16,986 1,555 122 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 465) -207 -149 147 199 467 139 465 326 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 5.0 5.0 73.0 89.3 90.9 99.3 9.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 7 5 21 22 29 31 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,279 COMMITMENTS 1,717 926 626 10,508 11,610 12,851 13,162 428 117 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 939) 213 -36 91 617 884 921 939 18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 7.0 4.7 79.1 87.4 96.8 99.1 3.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 5 4 24 29 33 37 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,419 COMMITMENTS 1,030 964 390 849 920 2,269 2,274 150 145 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 72) 20 -18 0 7 110 27 92 45 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 39.9 16.1 35.1 38.0 93.8 94.0 6.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 11 6 14 15 22 28 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| 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 01/20/15 (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 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,007 COMMITMENTS 2,376 1,865 736 27,344 26,753 30,456 29,354 2,551 3,653 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,630) 343 -163 207 2,448 3,021 2,998 3,065 -368 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 5.7 2.2 82.8 81.1 92.3 88.9 7.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 4 24 21 28 26
Updated January 30, 2015