GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,341 COMMITMENTS 8,794 2,322 4,430 32,591 39,532 45,815 46,284 526 57 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,335) 274 -140 1,875 -4,380 -3,928 -2,231 -2,193 -104 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 5.0 9.6 70.3 85.3 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 6 5 27 38 33 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,368 COMMITMENTS 0 0 0 4,346 4,368 4,346 4,368 22 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,647) 0 -50 0 -1,605 -1,590 -1,605 -1,640 -42 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 17 16 17 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,708 COMMITMENTS 550 145 413 9,785 10,391 10,748 10,949 960 759 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,305) -60 80 10 -1,200 -1,362 -1,250 -1,272 -55 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 1.2 3.5 83.6 88.8 91.8 93.5 8.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 7 30 32 38 39 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,578 COMMITMENTS 85 477 253 2,637 2,273 2,975 3,003 603 575 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -925) -99 -189 -60 -709 -639 -868 -888 -57 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 13.3 7.1 73.7 63.5 83.1 83.9 16.9 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 3 23 24 26 29 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,424 COMMITMENTS 406 100 403 3,062 3,386 3,871 3,889 553 535 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,249) -246 -16 -21 -908 -1,136 -1,175 -1,173 -74 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.3 9.1 69.2 76.5 87.5 87.9 12.5 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 3 25 24 28 27 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,080 COMMITMENTS 520 600 366 4,076 4,404 4,962 5,370 1,118 710 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,188) -102 -497 71 -1,191 -1,005 -1,222 -1,431 34 243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 9.9 6.0 67.0 72.4 81.6 88.3 18.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 7 8 23 30 34 40 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,391 COMMITMENTS 277 546 90 716 697 1,083 1,333 308 58 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -106) 277 -74 50 -195 40 132 16 -238 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 39.3 6.5 51.5 50.1 77.9 95.8 22.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 2 10 11 13 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,410 COMMITMENTS 258 5,428 3,723 29,341 24,259 33,322 33,410 88 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -609) -25 178 1,048 -1,611 -1,835 -588 -609 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 16.2 11.1 87.8 72.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 2 28 20 33 23 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,492 COMMITMENTS 785 723 295 2,876 3,199 3,956 4,217 536 275 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -401) 97 260 -61 -495 -632 -459 -433 58 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 16.1 6.6 64.0 71.2 88.1 93.9 11.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 3 13 14 19 18 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 379,514 COMMITMENTS 67,464 103,147 68,592 200,968 171,529 337,024 343,268 42,490 36,246 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -13,100) -922 3,371 -3,889 -7,782 -11,299 -12,593 -11,817 -507 -1,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 27.2 18.1 53.0 45.2 88.8 90.4 11.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 47 49 53 77 77 154 153 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,781 COMMITMENTS 0 650 0 32,816 40,478 32,816 41,128 13,965 5,653 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -5,982) 0 150 0 -6,026 -4,849 -6,026 -4,699 44 -1,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 70.1 86.5 70.1 87.9 29.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 18 20 18 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,014,989 COMMITMENTS 234,625 475,702 310,769 411,294 197,837 956,688 984,308 58,301 30,681 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 14,520) 12,810 25,033 -14,170 18,558 2,979 17,198 13,842 -2,678 678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 46.9 30.6 40.5 19.5 94.3 97.0 5.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 89 111 127 69 53 243 221 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 413,210 COMMITMENTS 194,093 143,459 74,746 139,945 188,320 408,784 406,525 4,426 6,685 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -23,334) -14,404 -13,060 31 -8,417 -9,723 -22,790 -22,752 -544 -582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 34.7 18.1 33.9 45.6 98.9 98.4 1.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 16 16 26 31 33 63 59 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 103,392 COMMITMENTS 27,031 37,088 16,650 55,914 42,718 99,595 96,456 3,797 6,936 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,388) 8,634 13,932 -8,708 2,795 -3,682 2,721 1,542 -1,333 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 35.9 16.1 54.1 41.3 96.3 93.3 3.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 14 18 19 19 41 41 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,742,109 COMMITMENTS 747,787 115,685 190,990 744,562 1398842 1683339 1705517 58,770 36,592 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -62,699) -32,791 -10,437 -11,946 -17,998 -41,168 -62,735 -63,551 36 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 6.6 11.0 42.7 80.3 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 27 16 36 54 50 94 91 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 578,041 COMMITMENTS 26,546 142,342 120,649 425,990 311,070 573,185 574,061 4,856 3,980 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -36,392) -9,478 -633 -7,280 -19,450 -29,100 -36,208 -37,013 -184 621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 24.6 20.9 73.7 53.8 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 14 18 24 37 36 65 64 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 99,963 COMMITMENTS 53,237 41,937 17,108 28,281 39,415 98,626 98,460 1,337 1,503 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -3,462) -2,668 -5,963 1,365 -2,246 832 -3,549 -3,766 87 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 42.0 17.1 28.3 39.4 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 19 14 18 18 17 44 42 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,252 COMMITMENTS 18,104 16,654 2,468 9,720 11,370 30,292 30,492 960 760 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,562) -2,052 -3,005 405 -815 13 -2,462 -2,587 -100 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.9 53.3 7.9 31.1 36.4 96.9 97.6 3.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 18 10 13 13 13 33 34 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 36,899 COMMITMENTS 2,589 587 2,551 31,282 33,209 36,422 36,347 477 552 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,480) -326 -559 74 -1,107 -1,006 -1,359 -1,491 -121 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 1.6 6.9 84.8 90.0 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 7 6 6 45 51 55 61 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,565 COMMITMENTS 0 75 0 2,515 2,470 2,515 2,545 50 20 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -180) 0 50 0 -155 -170 -155 -120 -25 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 98.1 96.3 98.1 99.2 1.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 13 12 13 13 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,691 COMMITMENTS 125 1,026 314 2,986 2,136 3,425 3,476 266 215 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,268) -269 306 -355 -544 -1,173 -1,168 -1,222 -100 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 27.8 8.5 80.9 57.9 92.8 94.2 7.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 6 5 18 28 24 37 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,940 COMMITMENTS 938 0 218 16,252 17,349 17,408 17,567 532 373 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,064) -188 0 86 -920 -1,107 -1,022 -1,021 -42 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 1.2 90.6 96.7 97.0 97.9 3.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 2 19 16 22 18 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,349,585 COMMITMENTS 0 0 0 1349585 1349585 1349585 1349585 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -27,336) 0 0 0 -27,336 -27,336 -27,336 -27,336 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 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 138,704 COMMITMENTS 3,635 2,450 2,540 132,529 133,714 138,704 138,704 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -3,444) -210 -105 0 -3,234 -3,339 -3,444 -3,444 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 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 19 21 21 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,939,372 COMMITMENTS 0 292,400 0 2939372 2646972 2939372 2939372 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -82,416) 0 -16,320 0 -82,416 -66,096 -82,416 -82,416 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.9 0.0 100.0 90.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 22 14 22 15 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,004 COMMITMENTS 746 42 3,603 49,655 49,268 54,004 52,913 0 1,091 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,520) 21 -105 -126 -2,415 -2,205 -2,520 -2,436 0 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.1 6.7 91.9 91.2 100.0 98.0 0.0 2.0 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 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,452,355 COMMITMENTS 154,821 0 70,912 1226622 1381443 1452355 1452355 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -73,440) -15,912 0 -408 -57,120 -73,032 -73,440 -73,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.0 4.9 84.5 95.1 100.0 100.0 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 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,916 COMMITMENTS 173 162 0 6,573 6,634 6,746 6,796 170 120 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,788) -274 0 0 -1,344 -1,773 -1,618 -1,773 -170 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.3 0.0 95.0 95.9 97.5 98.3 2.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 14 14 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 74,712 COMMITMENTS 1,923 6,860 1,891 69,535 64,796 73,349 73,547 1,363 1,165 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,978) -1,301 753 936 2,903 565 2,538 2,254 440 724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 9.2 2.5 93.1 86.7 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 8 7 6 45 46 58 54 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,431 COMMITMENTS 349 2,340 277 17,148 15,541 17,774 18,158 657 273 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,737) -224 -397 -4 -2,706 -2,357 -2,934 -2,758 197 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 12.7 1.5 93.0 84.3 96.4 98.5 3.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 3 29 25 32 31 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,654 COMMITMENTS 155 1,841 1,663 10,679 8,956 12,497 12,460 157 194 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,343) -15 418 -334 -739 -1,489 -1,088 -1,405 -255 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 14.5 13.1 84.4 70.8 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 4 18 17 23 21 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,450 COMMITMENTS 545 789 37 8,340 8,550 8,922 9,376 528 74 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,120) -1 -135 -7 -2,051 -1,967 -2,059 -2,109 -61 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 8.3 0.4 88.3 90.5 94.4 99.2 5.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 3 21 18 25 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,721,471 COMMITMENTS 488,256 216,060 548,341 606,100 879,692 1642697 1644093 78,774 77,378 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 53,424) -8,025 -5,950 28,890 37,581 24,538 58,446 47,478 -5,022 5,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 12.6 31.9 35.2 51.1 95.4 95.5 4.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 129 115 158 101 104 329 303 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,681 COMMITMENTS 61,060 14,596 1,494 41,746 70,360 104,300 86,450 20,381 38,231 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -3,525) -371 565 -354 688 169 -37 380 -3,488 -3,905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 11.7 1.2 33.5 56.4 83.7 69.3 16.3 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 2 14 14 20 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 145,769 COMMITMENTS 10,556 55,894 63,949 66,183 19,611 140,688 139,454 5,081 6,315 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -395) 158 -3,969 1,346 -2,646 2,518 -1,142 -105 747 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 38.3 43.9 45.4 13.5 96.5 95.7 3.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 18 14 26 13 10 44 39 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,074 COMMITMENTS 0 30 0 12,074 12,032 12,074 12,062 0 12 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 835) 0 0 0 835 835 835 835 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 100.0 99.7 100.0 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 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 33,952 COMMITMENTS 23,941 5,041 1,267 6,819 26,502 32,027 32,810 1,925 1,142 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -146) -976 -356 221 732 266 -23 131 -123 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.5 14.8 3.7 20.1 78.1 94.3 96.6 5.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 79 36 16 21 33 110 81 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,831 COMMITMENTS 46,193 13,797 533 12,476 47,804 59,202 62,134 5,629 2,697 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,077) -1,322 1,125 280 742 -2,615 -300 -1,210 -777 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.3 21.3 0.8 19.2 73.7 91.3 95.8 8.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 116 38 9 23 33 142 77 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 377,406 COMMITMENTS 133,712 50,360 75,958 147,461 231,091 357,131 357,409 20,275 19,997 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,123) 1,863 3,059 -124 -322 54 1,417 2,989 -294 -1,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 13.3 20.1 39.1 61.2 94.6 94.7 5.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 71 52 65 74 94 176 183 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,064 COMMITMENTS 4,602 5,396 712 6,639 6,223 11,953 12,331 3,111 2,733 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,376) -1,052 -649 -656 440 361 -1,268 -944 -108 -432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 35.8 4.7 44.1 41.3 79.3 81.9 20.7 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 7 9 10 17 18 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,270 COMMITMENTS 0 481 30 9,925 7,090 9,955 7,601 315 2,669 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.3 96.6 69.0 96.9 74.0 3.1 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 15 15 16 16 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 20,179 COMMITMENTS 450 150 750 18,204 18,116 19,404 19,016 775 1,163 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -4,798) -250 150 -150 -4,276 -4,649 -4,676 -4,649 -122 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.7 3.7 90.2 89.8 96.2 94.2 3.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 4 17 18 21 22 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,589 COMMITMENTS 1,596 4,213 5,013 9,608 8,191 16,217 17,417 4,372 3,172 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,060) -208 -706 797 680 218 1,269 309 -209 751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 20.5 24.3 46.7 39.8 78.8 84.6 21.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 5 14 13 22 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,048 COMMITMENTS 11,663 18,209 0 9,206 2,825 20,869 21,034 179 14 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,450) -21 -1,622 0 -1,402 175 -1,423 -1,447 -27 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.4 86.5 0.0 43.7 13.4 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 3 0 13 4 19 7 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 5,107 COMMITMENTS 3,018 2,989 1,127 648 826 4,793 4,942 314 165 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -172) 55 50 -151 -36 -13 -132 -114 -40 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.1 58.5 22.1 12.7 16.2 93.9 96.8 6.1 3.2 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 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,240 COMMITMENTS 605 637 700 2,829 2,820 4,134 4,157 106 83 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -301) -235 -41 0 -37 -247 -272 -288 -29 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 15.0 16.5 66.7 66.5 97.5 98.0 2.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 1 12 11 17 14 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,995 COMMITMENTS 5,878 0 0 27,087 32,995 32,965 32,995 30 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,555) -113 0 0 -2,442 -2,525 -2,555 -2,525 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 0.0 0.0 82.1 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 0 25 24 28 24 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,575 COMMITMENTS 3,809 280 445 4,309 7,842 8,563 8,567 12 8 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -92) 270 -60 -207 -149 179 -86 -88 -6 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 3.3 5.2 50.3 91.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 3 13 10 19 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,231 COMMITMENTS 2,202 1,204 667 11,832 14,250 14,701 16,121 1,530 110 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -877) -14 352 -182 -656 -1,035 -852 -865 -25 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 7.4 4.1 72.9 87.8 90.6 99.3 9.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 7 5 20 23 28 31 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,932 COMMITMENTS 1,573 1,041 659 9,332 10,173 11,564 11,873 368 59 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,347) -144 115 33 -1,176 -1,437 -1,287 -1,289 -60 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 8.7 5.5 78.2 85.3 96.9 99.5 3.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 4 4 20 29 30 36 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,442 COMMITMENTS 395 552 320 547 440 1,262 1,312 180 130 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -977) -635 -412 -70 -302 -480 -1,007 -962 30 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 38.3 22.2 37.9 30.5 87.5 91.0 12.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 8 4 10 9 17 19 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,076 COMMITMENTS 1,832 2,108 418 11,235 11,461 13,485 13,987 591 89 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -837) 20 -43 -38 -798 -749 -816 -830 -21 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 15.0 3.0 79.8 81.4 95.8 99.4 4.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 4 11 11 16 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,438 COMMITMENTS 3,002 1,792 645 27,156 26,335 30,803 28,772 1,635 3,666 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -569) 626 -73 -91 -188 -418 347 -582 -916 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 5.5 2.0 83.7 81.2 95.0 88.7 5.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 4 26 22 30 26
Updated February 6, 2015