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