GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,294
COMMITMENTS
   9,749    2,039    5,978   41,030   49,234   56,757   57,251      537       43

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      3,085)
      92      115     -274    3,225    3,247    3,043    3,088       42       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      3.6     10.4     71.6     85.9     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        8        5       34       41       41       53
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,242
COMMITMENTS
       0       25        0    5,242    5,217    5,242    5,242        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        284)
       0        0        0      284      284      284      284        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0    100.0     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       22       17       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,631
COMMITMENTS
     815      354      733   10,204   10,854   11,752   11,941      879      690

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,041)
      23        5       74    1,027    1,053    1,124    1,132      -83      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      2.8      5.8     80.8     85.9     93.0     94.5      7.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        5        8       32       31       42       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,226
COMMITMENTS
     191       71      214    2,277    2,297    2,682    2,582      544      644

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:         87)
      -5      -62       10       74       92       79       40        8       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      2.2      6.6     70.6     71.2     83.1     80.0     16.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        3       22       26       25       29
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,533
COMMITMENTS
     652       60      545    5,674    6,252    6,871    6,857      662      676

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,156)
      95       -5       77      956    1,015    1,128    1,087       28       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.8      7.2     75.3     83.0     91.2     91.0      8.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        4       29       29       34       33
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        4,487
COMMITMENTS
       0      165        0    4,349    4,322    4,349    4,487      138        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      0.0     96.9     96.3     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       13       14       14
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,390
COMMITMENTS
     942      847      298    5,756    5,632    6,996    6,777      394      613

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        410)
      98      160       26      219      191      343      377       67       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     11.5      4.0     77.9     76.2     94.7     91.7      5.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        7        5       30       30       39       39
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,412
COMMITMENTS
     312      545       30      770      762    1,112    1,337      300       75

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        110)
       0       25        0       90       30       90       55       20       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     38.6      2.1     54.5     54.0     78.8     94.7     21.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        2       13       10       16       15
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,774
COMMITMENTS
     133    6,387    3,842   31,703   25,545   35,678   35,774       96        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        302)
       0      -45      132      170      215      302      302        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     17.9     10.7     88.6     71.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        2       29       23       32       26
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,803
COMMITMENTS
     830    1,223      120    3,209    3,213    4,159    4,556      644      247

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        149)
      -6       17       34      101       43      129       94       20       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     25.5      2.5     66.8     66.9     86.6     94.9     13.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        3        3       15       16       24       20
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      378,817
COMMITMENTS
  62,193   86,661   65,590  205,647  187,683  333,430  339,934   45,387   38,883

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     -6,189)
  -2,785      933   -2,128     -114   -8,250   -5,027   -9,445   -1,162    3,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     22.9     17.3     54.3     49.5     88.0     89.7     12.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      40       47       55       81       80      159      150
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       50,068
COMMITMENTS
     275      550      100   37,739   44,426   38,114   45,076   11,954    4,992

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,531)
       0        0        0    1,131    1,631    1,131    1,631      400     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.1      0.2     75.4     88.7     76.1     90.0     23.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       22       24       24       25
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      987,946
COMMITMENTS
 247,583  459,836  297,589  376,946  189,920  922,118  947,345   65,828   40,601

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     14,804)
   2,537   -6,533    5,385    3,197   16,624   11,119   15,476    3,685     -672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     46.5     30.1     38.2     19.2     93.3     95.9      6.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      91      116      127       58       47      233      217
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      404,906
COMMITMENTS
 193,086  132,959   78,139  128,217  186,070  399,442  397,168    5,464    7,738

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      6,080)
    -466      253    2,824    2,377    2,567    4,735    5,644    1,345      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     32.8     19.3     31.7     46.0     98.7     98.1      1.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      16       17       26       31       32       64       58
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       99,385
COMMITMENTS
  17,408   32,627   19,398   57,542   43,016   94,348   95,041    5,037    4,344

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      5,784)
   5,141    2,410    1,499     -823    1,557    5,817    5,466      -33      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     32.8     19.5     57.9     43.3     94.9     95.6      5.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10       15       17       19       19       41       39
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,717,808
COMMITMENTS
 720,379   82,350  180,943  763,319  1419716  1664641  1683009   53,167   34,799

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     22,429)
  13,236      186    2,271   10,117   20,462   25,624   22,919   -3,195     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9      4.8     10.5     44.4     82.6     96.9     98.0      3.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      33       11       33       55       51       96       89
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      580,399
COMMITMENTS
  45,971  143,012  109,380  421,564  324,869  576,915  577,261    3,484    3,138

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      9,159)
   3,059    3,882      671    6,136    5,079    9,866    9,632     -707     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     24.6     18.8     72.6     56.0     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       22       26       38       34       69       67
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      107,598
COMMITMENTS
  58,080   42,116   19,491   29,255   45,316  106,826  106,923      772      675

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      3,807)
   1,550    2,102    1,615      961      761    4,126    4,478     -319     -671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0     39.1     18.1     27.2     42.1     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       22       18       19       17       46       45
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       30,753
COMMITMENTS
  18,827   16,398    2,128    8,975   11,619   29,930   30,145      823      608

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:         35)
     107     -113      133     -205       20       35       40        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     53.3      6.9     29.2     37.8     97.3     98.0      2.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15       12       12       13       14       33       34
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,613
COMMITMENTS
     400       20      210    2,865    3,018    3,475    3,248      138      365

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        472)
     -20        0       90      505      390      575      480     -103       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      0.6      5.8     79.3     83.5     96.2     89.9      3.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        4       13       12       18       16
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       45,572
COMMITMENTS
   2,025    1,147    2,552   40,478   41,432   45,055   45,131      517      441

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        831)
      40       -4       21      737      843      798      860       33      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      2.5      5.6     88.8     90.9     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      10        9       10       49       52       64       67
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,389
COMMITMENTS
     264      741      465    3,325    2,871    4,054    4,077      335      312

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        158)
      40       39      -42      200      160      198      157      -40        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     16.9     10.6     75.8     65.4     92.4     92.9      7.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        9        5       22       30       29       39
 
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE         Code-064657
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,623
COMMITMENTS
     870        0      218   14,997   15,933   16,085   16,151      538      472

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -120     -120     -120     -120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.0      1.3     90.2     95.8     96.8     97.2      3.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        2       18       14       21       16
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,326,001
COMMITMENTS
       0        0        0  1326001  1326001  1326001  1326001        0        0

CHANGES FROM 03/10/15 (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:       20)
       0        0        0       11       15       11       15
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      134,984
COMMITMENTS
   3,435    2,350    2,540  129,009  130,094  134,984  134,984        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.7      1.9     95.6     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       19       19       20       21
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,881,996
COMMITMENTS
       0  278,320        0  2881996  2603676  2881996  2881996        0        0

CHANGES FROM 03/10/15 (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      9.7      0.0    100.0     90.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       21       14       21       15
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,604
COMMITMENTS
     824        0    3,425   47,355   48,028   51,604   51,453        0      151

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      6.6     91.8     93.1    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       14       12       16       13
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,388,995
COMMITMENTS
 141,093    7,590   70,560  1177342  1310845  1388995  1388995        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      0.5      5.1     84.8     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       16       10       18       12
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,760
COMMITMENTS
     411        0       79    9,210    9,561    9,700    9,640       60      120

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        451)
     181      -38       39      231      525      451      526        0      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      0.8     94.4     98.0     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        3       17       16       21       19
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       67,129
COMMITMENTS
   1,047    8,615    1,171   64,191   57,020   66,409   66,806      720      323

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,031)
      38      801       21    1,992    1,199    2,051    2,021      -20       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     12.8      1.7     95.6     84.9     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        9        8       44       46       54       57
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,888
COMMITMENTS
   1,624    2,611      201   17,511   16,809   19,336   19,621      552      267

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        320)
     532       25      -25     -203      289      304      289       16       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     13.1      1.0     88.0     84.5     97.2     98.7      2.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        2        2       27       27       32       31
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,661
COMMITMENTS
     219    1,198    2,260   11,032    9,947   13,511   13,405      150      256

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        629)
    -125       50      -41      765      630      599      639       30      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      8.8     16.5     80.8     72.8     98.9     98.1      1.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        4       19       21       24       25
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,631
COMMITMENTS
     544      629       18    8,515    8,873    9,077    9,520      554      111

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        187)
       0       45        0      165      132      165      177       22       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      6.5      0.2     88.4     92.1     94.2     98.8      5.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       20       19       23       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,760,721
COMMITMENTS
 516,956  273,468  562,180  592,777  843,911  1671913  1679559   88,808   81,162

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     89,827)
  21,814   38,985   33,360   26,727   14,381   81,901   86,726    7,926    3,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     15.5     31.9     33.7     47.9     95.0     95.4      5.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     140      127      155       95       99      322      309
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      128,616
COMMITMENTS
  65,826   12,243    1,824   36,555   70,253  104,205   84,320   24,411   44,296

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,058)
     233   -1,134      186      -40      764      379     -184      679    1,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.2      9.5      1.4     28.4     54.6     81.0     65.6     19.0     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        6        3       12       13       18       20
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      159,855
COMMITMENTS
   3,876   59,501   71,698   70,421   13,555  145,995  144,754   13,860   15,101

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        960)
    -807   -1,521   -4,064   -3,698   -3,382   -8,569   -8,967    9,529    9,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     37.2     44.9     44.1      8.5     91.3     90.6      8.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10       17       27       14       11       42       39
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,265
COMMITMENTS
       0        0        0   12,265   12,190   12,265   12,190        0       75

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:       -206)
       0        0        0     -206     -221     -206     -221        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       23       17       23       17
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       31,255
COMMITMENTS
  23,719    4,546      637    5,196   25,077   29,552   30,260    1,703      995

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     -1,654)
  -1,656      808       36      349   -2,601   -1,271   -1,757     -383      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.9     14.5      2.0     16.6     80.2     94.6     96.8      5.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      81       39       10       23       31      110       74
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       72,020
COMMITMENTS
  50,983   30,049    1,330   13,788   36,444   66,101   67,823    5,919    4,197

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,679)
   2,423    3,507     -236      717     -949    2,904    2,322     -225      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.8     41.7      1.8     19.1     50.6     91.8     94.2      8.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
     115       62       15       32       31      153      104
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      369,149
COMMITMENTS
 118,658   51,611   75,014  155,437  222,154  349,109  348,779   20,040   20,370

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,593)
  -1,696     -949   -2,467    5,913    2,677    1,750     -739     -157    2,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     14.0     20.3     42.1     60.2     94.6     94.5      5.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      78       44       66       76       92      182      176
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,846
COMMITMENTS
   4,274    4,420    1,000    7,517    7,407   12,791   12,827    3,055    3,019

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        159)
      60        0        0       42      174      102      174       57      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     27.9      6.3     47.4     46.7     80.7     80.9     19.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        4        7       10       14       19       21
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,388
COMMITMENTS
       0    2,887      100   13,095    8,900   13,195   11,887    1,193    2,501

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        230)
       0       75        0      230      -20      230       55        0      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.1      0.7     91.0     61.9     91.7     82.6      8.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       10       13       11       16
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       21,079
COMMITMENTS
     491    1,116    1,271   18,533   17,481   20,295   19,868      784    1,211

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        -76)
     116     -150      200     -418     -226     -102     -176       26      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      5.3      6.0     87.9     82.9     96.3     94.3      3.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        5       19       20       24       25
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,792
COMMITMENTS
   3,790    2,722    6,449    9,431   12,110   19,670   21,281    4,122    2,511

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,398)
     730      820      486      271      483    1,487    1,789      -89     -391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     11.4     27.1     39.6     50.9     82.7     89.4     17.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        5       16       17       21       25
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       19,418
COMMITMENTS
  11,735   16,797      255    7,227    2,363   19,217   19,415      201        3

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        351)
      50      200      255       46     -104      351      351        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.4     86.5      1.3     37.2     12.2     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        2        1       14        6       21        9
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:        6,779
COMMITMENTS
   3,764    4,070    1,212    1,473    1,198    6,449    6,480      330      299

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        571)
     445      185       72        2      232      519      489       52       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5     60.0     17.9     21.7     17.7     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9       11        7        5        6       18       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,025
COMMITMENTS
     535    1,766      300    4,113    2,825    4,948    4,891       77      134

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        456)
       0      206        0      456      250      456      456        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     35.1      6.0     81.9     56.2     98.5     97.3      1.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        1       13        9       18       12
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,781
COMMITMENTS
   5,841        0        0   30,910   36,781   36,751   36,781       30        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,290)
       0        0        0    1,290    1,290    1,290    1,290        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      0.0      0.0     84.0    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       25       24       28       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,071
COMMITMENTS
   1,436    2,425      893   13,268   13,606   15,597   16,924    1,474      147

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        500)
       0        0      150      337      350      487      500       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     14.2      5.2     77.7     79.7     91.4     99.1      8.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        9        7       24       24       33       35
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,688
COMMITMENTS
   1,643    1,987      657   10,370    9,706   12,670   12,350       18      338

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        800)
     278      166       23      526      803      827      992      -27     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     15.7      5.2     81.7     76.5     99.9     97.3      0.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9        6        5       25       26       36       35
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,154
COMMITMENTS
     825      590      325      810    1,144    1,960    2,059      194       95

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        425)
     200      195       20      245      240      465      455      -40      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     27.4     15.1     37.6     53.1     91.0     95.6      9.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7       11        6       16       18       26       32
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,279
COMMITMENTS
   2,002    2,065      380   10,327   10,752   12,709   13,197      570       82

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     15.6      2.9     77.8     81.0     95.7     99.4      4.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        4       11       11       17       17
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,627
COMMITMENTS
   3,433    2,539    1,814   29,982   29,200   35,229   33,553    3,398    5,074

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,411)
     374       58      484      397      760    1,255    1,302      156      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      6.6      4.7     77.6     75.6     91.2     86.9      8.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        3       19       25       23       29



Updated March 20, 2015