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