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