GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,520 COMMITMENTS 8,922 2,056 6,696 37,390 44,701 53,008 53,453 512 67 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 2,041) 159 -6 58 1,836 2,031 2,053 2,083 -12 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 3.8 12.5 69.9 83.5 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 8 4 34 41 40 53 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,296 COMMITMENTS 0 0 0 5,296 5,296 5,296 5,296 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 102) 0 0 0 102 102 102 102 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: 22) 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 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,656 COMMITMENTS 753 229 755 11,174 11,958 12,682 12,942 974 714 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 733) 32 -5 15 648 732 695 742 38 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.7 5.5 81.8 87.6 92.9 94.8 7.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 4 8 33 35 42 43 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,101 COMMITMENTS 65 421 319 3,058 2,797 3,442 3,537 659 564 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 186) 0 -10 31 54 201 85 222 101 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 10.3 7.8 74.6 68.2 83.9 86.2 16.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 4 27 27 32 31 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,554 COMMITMENTS 544 137 488 4,914 5,345 5,946 5,970 608 584 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 773) 45 -2 -5 706 837 746 830 27 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 2.1 7.4 75.0 81.6 90.7 91.1 9.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 3 30 29 34 32 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,951 COMMITMENTS 581 744 667 6,377 5,938 7,625 7,349 326 602 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 369) -102 28 62 328 311 288 401 81 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 9.4 8.4 80.2 74.7 95.9 92.4 4.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 9 9 33 37 45 48 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,630 COMMITMENTS 303 736 40 939 816 1,282 1,592 348 38 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 35) 0 0 0 35 35 35 35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 45.2 2.5 57.6 50.1 78.7 97.7 21.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 5 2 11 12 14 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,055 COMMITMENTS 183 5,242 5,294 32,471 27,519 37,948 38,055 107 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 108) -75 -120 -10 193 238 108 108 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 13.8 13.9 85.3 72.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 2 30 23 34 26 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,219 COMMITMENTS 962 1,019 358 3,309 3,608 4,629 4,985 590 234 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 89) 129 124 -5 -25 -40 99 79 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 19.5 6.9 63.4 69.1 88.7 95.5 11.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 4 4 16 17 25 23 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,342 COMMITMENTS 570 0 431 3,104 3,741 4,105 4,172 237 170 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 200) -55 0 45 200 155 190 200 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 0.0 9.9 71.5 86.2 94.5 96.1 5.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 2 18 15 21 17 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 368,870 COMMITMENTS 67,275 92,056 57,543 198,432 185,441 323,250 335,040 45,620 33,830 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -26,796) 1,977 -3,042 -16,313 -13,903 -6,307 -28,239 -25,662 1,443 -1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 25.0 15.6 53.8 50.3 87.6 90.8 12.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 44 43 43 83 81 155 143 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,329 COMMITMENTS 0 600 50 40,780 46,991 40,830 47,641 12,499 5,688 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 2,038) 0 -550 50 2,184 2,146 2,234 1,646 -196 392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.1 76.5 88.1 76.6 89.3 23.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 22 25 23 26 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 984,419 COMMITMENTS 245,170 475,899 295,024 379,175 177,512 919,369 948,435 65,050 35,984 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -17,591) 3,840 4,090 -16,334 -8,859 -1,061 -21,353 -13,305 3,762 -4,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 48.3 30.0 38.5 18.0 93.4 96.3 6.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 84 107 113 62 52 221 206 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 430,284 COMMITMENTS 195,935 148,846 81,950 146,923 192,041 424,808 422,837 5,476 7,447 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 14,059) 9,130 1,492 5,883 -1,748 6,517 13,265 13,892 794 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 34.6 19.0 34.1 44.6 98.7 98.3 1.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 19 17 27 36 35 72 62 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 119,853 COMMITMENTS 31,935 50,287 19,853 65,299 47,709 117,087 117,849 2,766 2,004 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 2,798) -1,116 3,178 403 3,848 2,348 3,135 5,929 -337 -3,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 42.0 16.6 54.5 39.8 97.7 98.3 2.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 19 12 24 25 27 53 54 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,801,000 COMMITMENTS 775,687 98,080 185,294 785,696 1485612 1746677 1768986 54,323 32,014 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 27,501) 17,177 -18,689 4,948 7,646 45,327 29,771 31,586 -2,270 -4,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 5.4 10.3 43.6 82.5 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 30 15 37 59 52 101 95 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 641,976 COMMITMENTS 38,980 160,343 137,404 463,329 340,491 639,713 638,238 2,263 3,738 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 23,636) 12,682 8,012 5,740 7,547 9,630 25,969 23,382 -2,333 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 25.0 21.4 72.2 53.0 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 15 21 25 40 35 69 67 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 106,112 COMMITMENTS 57,817 40,635 19,354 27,916 44,965 105,087 104,954 1,025 1,158 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 2,950) 962 4,301 477 1,571 -1,773 3,010 3,005 -60 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.5 38.3 18.2 26.3 42.4 99.0 98.9 1.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 18 19 21 19 17 47 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 32,878 COMMITMENTS 20,069 18,028 2,344 9,540 11,851 31,953 32,223 925 655 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 230) 670 225 -130 -455 85 85 180 145 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.0 54.8 7.1 29.0 36.0 97.2 98.0 2.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 17 12 12 12 12 33 32 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 41,928 COMMITMENTS 2,283 978 2,587 36,592 37,830 41,462 41,395 466 533 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,959) -264 206 -41 2,235 1,729 1,930 1,894 29 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 2.3 6.2 87.3 90.2 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 8 8 9 46 51 60 63 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,765 COMMITMENTS 0 100 0 2,715 2,665 2,715 2,765 50 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 0.0 98.2 96.4 98.2 100.0 1.8 0.0 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 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,927 COMMITMENTS 160 1,091 576 3,856 3,006 4,592 4,673 335 254 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 417) -30 127 70 208 197 248 394 169 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 22.1 11.7 78.3 61.0 93.2 94.8 6.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 8 8 20 28 28 40 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,036 COMMITMENTS 938 0 218 16,348 17,445 17,504 17,663 532 373 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 96) 0 0 0 96 96 96 96 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 1.2 90.6 96.7 97.1 97.9 2.9 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 02/24/15 | --------------------------------------------------------------| 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 02/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 16 12 16 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| 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 02/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 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 02/24/15 | --------------------------------------------------------------| 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 02/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 02/24/15 | --------------------------------------------------------------| 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 50,208 54,004 53,853 0 151 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.1 6.7 91.9 93.0 100.0 99.7 0.0 0.3 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 02/24/15 | --------------------------------------------------------------| 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 7,590 70,912 1226622 1373853 1452355 1452355 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.5 4.9 84.5 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 16 10 18 13 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,181 COMMITMENTS 275 162 31 9,815 9,868 10,121 10,061 60 120 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 2,406) 39 0 1 2,446 2,420 2,486 2,421 -80 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.6 0.3 96.4 96.9 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 17 15 19 18 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 70,019 COMMITMENTS 1,269 6,864 1,632 66,287 61,040 69,188 69,536 831 483 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -739) 38 180 -5 -648 -957 -615 -782 -124 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 9.8 2.3 94.7 87.2 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 5 8 7 49 46 60 56 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,188 COMMITMENTS 754 2,910 280 18,425 16,769 19,459 19,959 729 229 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 177) -120 330 96 241 -249 217 177 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 14.4 1.4 91.3 83.1 96.4 98.9 3.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 2 30 27 33 32 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,710 COMMITMENTS 155 1,245 2,304 11,059 9,977 13,518 13,526 192 184 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 551) 0 -116 166 360 511 526 561 25 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 9.1 16.8 80.7 72.8 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 4 18 20 23 24 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,264 COMMITMENTS 585 789 18 9,024 9,364 9,627 10,171 637 93 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 521) 60 0 -1 447 522 506 521 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 7.7 0.2 87.9 91.2 93.8 99.1 6.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 21 18 24 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,695,437 COMMITMENTS 490,905 221,068 511,265 606,080 886,414 1608250 1618747 87,187 76,690 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 5,471) 12,164 41,717 -41,205 25,666 9,368 -3,375 9,880 8,846 -4,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 13.0 30.2 35.7 52.3 94.9 95.5 5.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378) 131 118 152 91 98 307 303 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,488 COMMITMENTS 66,907 16,479 1,425 43,259 73,125 111,591 91,029 23,897 44,459 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 3,157) 1,154 585 -24 236 896 1,366 1,457 1,791 1,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 12.2 1.1 31.9 54.0 82.4 67.2 17.6 32.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 7 2 14 13 20 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 151,404 COMMITMENTS 6,352 58,186 70,057 68,515 16,698 144,924 144,941 6,480 6,463 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 4,211) -2,079 -141 2,703 2,032 1,097 2,656 3,659 1,555 552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 38.4 46.3 45.3 11.0 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 17 27 13 11 43 40 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,460 COMMITMENTS 0 0 0 11,415 11,460 11,415 11,460 45 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -1,411) 0 -30 0 -1,456 -1,369 -1,456 -1,399 45 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 100.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 22 16 22 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 32,998 COMMITMENTS 24,025 4,762 645 6,288 26,492 30,958 31,899 2,040 1,099 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -1,193) 97 -474 -616 -749 -124 -1,268 -1,214 75 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.8 14.4 2.0 19.1 80.3 93.8 96.7 6.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 70 34 9 23 33 98 73 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 69,019 COMMITMENTS 47,127 22,945 839 14,693 41,417 62,659 65,201 6,360 3,818 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,304) 437 3,415 311 409 -2,989 1,157 737 147 567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 33.2 1.2 21.3 60.0 90.8 94.5 9.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 123 51 17 30 29 161 91 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 347,643 COMMITMENTS 118,727 50,558 67,983 141,872 211,238 328,582 329,779 19,061 17,864 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -10,624) -2,766 3,057 -5,963 -2,813 -7,862 -11,542 -10,768 918 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 14.5 19.6 40.8 60.8 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 74 41 65 80 93 183 176 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,366 COMMITMENTS 4,704 5,646 922 7,218 6,663 12,844 13,231 3,522 3,135 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 546) 242 41 136 471 356 849 533 -303 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 34.5 5.6 44.1 40.7 78.5 80.8 21.5 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 6 9 11 10 21 19 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,673 COMMITMENTS 0 1,411 30 12,975 9,785 13,005 11,226 668 2,447 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.3 0.2 94.9 71.6 95.1 82.1 4.9 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 14 17 15 19 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 23,245 COMMITMENTS 500 385 1,255 20,775 20,452 22,530 22,092 715 1,153 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,265) -100 385 505 1,035 565 1,440 1,455 -175 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.7 5.4 89.4 88.0 96.9 95.0 3.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 5 18 19 23 24 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,479 COMMITMENTS 2,693 2,916 5,081 8,712 10,177 16,486 18,174 4,993 3,305 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,227) 83 345 221 -581 289 -277 855 1,504 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 13.6 23.7 40.6 47.4 76.8 84.6 23.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 3 5 13 15 20 21 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,857 COMMITMENTS 12,361 18,519 75 9,233 3,250 21,669 21,844 188 13 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 275) 231 67 75 -31 134 275 276 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.6 84.7 0.3 42.2 14.9 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 2 1 13 6 20 9 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 5,989 COMMITMENTS 3,228 3,529 1,367 1,180 938 5,775 5,834 214 155 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 430) 60 310 0 460 130 520 440 -90 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.9 58.9 22.8 19.7 15.7 96.4 97.4 3.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 10 8 5 5 16 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,744 COMMITMENTS 658 1,191 600 3,380 2,870 4,638 4,661 106 83 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 161) 53 -118 100 8 179 161 161 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 25.1 12.6 71.2 60.5 97.8 98.3 2.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 4 1 13 10 18 14 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,346 COMMITMENTS 6,129 0 0 28,187 34,346 34,316 34,346 30 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -251) 0 0 0 -251 -251 -251 -251 0 0 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 25 28 25 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,560 COMMITMENTS 3,769 305 445 4,334 7,802 8,548 8,552 12 8 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 35) -15 25 0 50 10 35 35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 3.6 5.2 50.6 91.1 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 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,349 COMMITMENTS 1,825 1,886 927 12,971 14,354 15,723 17,167 1,626 182 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 508) -332 -57 344 497 221 509 508 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 10.9 5.3 74.8 82.7 90.6 99.0 9.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 8 6 25 23 32 33 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,730 COMMITMENTS 1,989 1,573 692 9,882 10,115 12,563 12,380 167 350 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 285) 378 117 -31 -72 -106 275 -20 10 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 12.4 5.4 77.6 79.5 98.7 97.3 1.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 6 5 22 27 34 37 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,896 COMMITMENTS 635 507 325 737 819 1,697 1,651 199 245 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 120) 70 -20 15 10 80 95 75 25 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 26.7 17.1 38.9 43.2 89.5 87.1 10.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 7 4 14 14 22 23 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,001 COMMITMENTS 1,832 2,108 418 11,085 11,386 13,335 13,912 666 89 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -75) 0 0 0 -150 -75 -150 -75 75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 15.1 3.0 79.2 81.3 95.2 99.4 4.8 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 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,164 COMMITMENTS 4,436 2,678 1,009 31,523 31,082 36,968 34,769 2,196 4,395 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 2,471) 778 75 175 1,473 2,678 2,426 2,928 45 -457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 6.8 2.6 80.5 79.4 94.4 88.8 5.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 3 26 25 29 29
Updated February 27, 2015