GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,906 COMMITMENTS 10,113 1,994 5,953 41,303 49,916 57,369 57,863 537 43 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 612) 364 -45 -25 273 682 612 612 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 3.4 10.3 71.3 86.2 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 8 5 37 40 44 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,620 COMMITMENTS 0 25 0 5,620 5,595 5,620 5,620 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 378) 0 0 0 378 378 378 378 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 19 22 19 23 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,218 COMMITMENTS 875 367 676 10,709 11,387 12,260 12,430 958 788 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 587) 60 13 -57 505 533 508 489 79 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.8 5.1 81.0 86.1 92.8 94.0 7.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 5 8 32 30 42 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,316 COMMITMENTS 229 66 212 2,215 2,268 2,656 2,546 660 770 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 90) 38 -5 -2 -62 -29 -26 -36 116 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 2.0 6.4 66.8 68.4 80.1 76.8 19.9 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 3 23 26 27 29 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,984 COMMITMENTS 618 80 530 6,245 6,756 7,393 7,366 591 618 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 451) -34 20 -15 571 504 522 509 -71 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.0 6.6 78.2 84.6 92.6 92.3 7.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 4 32 32 36 36 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,087 COMMITMENTS 0 165 0 4,949 4,922 4,949 5,087 138 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 97.3 96.8 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 13 15 14 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,642 COMMITMENTS 1,043 804 263 5,901 5,950 7,207 7,017 435 625 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 252) 101 -43 -35 145 318 211 240 41 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 10.5 3.4 77.2 77.9 94.3 91.8 5.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 6 4 30 32 38 40 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,457 COMMITMENTS 282 510 55 800 782 1,137 1,347 320 110 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 45) -30 -35 25 30 20 25 10 20 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 35.0 3.8 54.9 53.7 78.0 92.5 22.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 2 13 10 16 14 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,442 COMMITMENTS 177 6,672 3,667 32,521 26,103 36,365 36,442 77 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 668) 44 285 -175 818 558 687 668 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 18.3 10.1 89.2 71.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 2 28 23 32 26 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,926 COMMITMENTS 775 1,192 109 3,337 3,362 4,221 4,663 705 263 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 123) -55 -31 -11 128 149 62 107 61 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 24.2 2.2 67.7 68.3 85.7 94.7 14.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 3 3 16 17 25 21 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 364,661 COMMITMENTS 57,338 87,832 62,599 199,981 177,114 319,918 327,545 44,743 37,116 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -14,156) -4,855 1,171 -2,991 -5,666 -10,569 -13,512 -12,389 -644 -1,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 24.1 17.2 54.8 48.6 87.7 89.8 12.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 39 52 58 82 78 162 151 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,528 COMMITMENTS 275 2,015 100 39,629 45,876 40,004 47,991 12,524 4,537 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,460) 0 1,465 0 1,890 1,450 1,890 2,915 570 -455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 3.8 0.2 75.4 87.3 76.2 91.4 23.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 1 22 24 24 27 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 956,871 COMMITMENTS 230,330 449,615 287,520 376,948 181,883 894,798 919,018 62,073 37,853 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -31,075) -17,253 -10,221 -10,069 2 -8,037 -27,320 -28,327 -3,755 -2,748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 47.0 30.0 39.4 19.0 93.5 96.0 6.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 81 118 127 59 51 231 221 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 409,420 COMMITMENTS 194,103 130,097 77,343 132,152 194,182 403,598 401,622 5,822 7,798 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 4,514) 1,017 -2,862 -796 3,935 8,112 4,156 4,454 358 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 31.8 18.9 32.3 47.4 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 18 17 26 32 33 66 60 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 106,139 COMMITMENTS 17,616 34,661 22,554 59,847 43,417 100,017 100,632 6,122 5,507 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 6,754) 208 2,034 3,156 2,305 401 5,669 5,591 1,085 1,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 32.7 21.2 56.4 40.9 94.2 94.8 5.8 5.2 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 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,712,956 COMMITMENTS 732,526 67,656 167,096 761,530 1447276 1661152 1682028 51,804 30,928 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -4,852) 12,147 -14,694 -13,847 -1,789 27,560 -3,489 -981 -1,363 -3,871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 3.9 9.8 44.5 84.5 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 32 12 33 55 51 95 89 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 592,759 COMMITMENTS 43,251 146,850 117,524 428,243 325,354 589,018 589,728 3,741 3,031 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 12,360) -2,720 3,838 8,144 6,679 485 12,103 12,467 257 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 24.8 19.8 72.2 54.9 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 15 26 26 39 34 70 70 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 111,674 COMMITMENTS 59,705 43,399 20,033 31,051 47,314 110,789 110,746 885 928 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 4,076) 1,625 1,283 542 1,796 1,998 3,963 3,823 113 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.5 38.9 17.9 27.8 42.4 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 16 20 18 19 17 46 44 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,159 COMMITMENTS 19,450 16,346 1,949 8,925 12,134 30,324 30,429 835 730 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 406) 623 -52 -179 -50 515 394 284 12 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.4 52.5 6.3 28.6 38.9 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 16 11 12 12 13 33 31 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 3,605 COMMITMENTS 400 0 210 2,767 3,060 3,377 3,270 228 335 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -8) 0 -20 0 -98 42 -98 22 90 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 5.8 76.8 84.9 93.7 90.7 6.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 4 12 12 17 16 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 47,465 COMMITMENTS 1,834 1,733 2,472 42,522 42,702 46,828 46,907 637 558 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,893) -191 586 -80 2,044 1,270 1,773 1,776 120 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 3.7 5.2 89.6 90.0 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 9 9 7 49 54 61 67 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,854 COMMITMENTS 289 751 526 3,704 3,286 4,519 4,563 335 291 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 465) 25 10 61 379 415 465 486 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 15.5 10.8 76.3 67.7 93.1 94.0 6.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 8 5 22 30 29 39 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,503 COMMITMENTS 870 0 218 14,877 15,813 15,965 16,031 538 472 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -120) 0 0 0 -120 -120 -120 -120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 1.3 90.1 95.8 96.7 97.1 3.3 2.9 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 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,326,001 COMMITMENTS 0 0 0 1326001 1326001 1326001 1326001 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 15 11 15 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| 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 03/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 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 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,881,996 COMMITMENTS 0 278,320 0 2881996 2603676 2881996 2881996 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.7 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 03/24/15 | --------------------------------------------------------------| 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 03/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 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 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,388,995 COMMITMENTS 141,093 7,590 70,560 1177342 1310845 1388995 1388995 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 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 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,114 COMMITMENTS 391 0 38 9,625 9,956 10,054 9,994 60 120 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 354) -20 0 -41 415 395 354 354 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.4 95.2 98.4 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 1 19 18 22 19 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 67,116 COMMITMENTS 1,062 7,051 581 64,753 59,131 66,396 66,763 720 353 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -13) 15 -1,564 -590 562 2,111 -13 -43 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 10.5 0.9 96.5 88.1 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 4 8 7 45 47 54 57 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,204 COMMITMENTS 1,932 1,484 227 17,523 18,259 19,682 19,970 522 234 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 316) 308 -1,127 26 12 1,450 346 349 -30 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 7.3 1.1 86.7 90.4 97.4 98.8 2.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 2 28 29 33 32 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,211 COMMITMENTS 429 205 2,423 11,181 11,309 14,033 13,937 178 274 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 550) 210 -993 163 149 1,362 522 532 28 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.4 17.1 78.7 79.6 98.7 98.1 1.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 3 20 22 24 25 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,850 COMMITMENTS 75 629 18 9,203 9,062 9,296 9,709 554 141 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 219) -469 0 0 688 189 219 189 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.4 0.2 93.4 92.0 94.4 98.6 5.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 21 19 23 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,748,067 COMMITMENTS 513,586 306,699 563,562 595,063 796,768 1672211 1667029 75,856 81,038 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -12,654) -3,370 33,231 1,382 2,286 -47,143 298 -12,530 -12,952 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 17.5 32.2 34.0 45.6 95.7 95.4 4.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 124 131 152 93 100 308 309 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,123 COMMITMENTS 65,958 12,313 2,065 36,767 70,484 104,790 84,862 26,333 46,261 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,507) 132 70 241 212 231 585 542 1,922 1,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 9.4 1.6 28.0 53.8 79.9 64.7 20.1 35.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 6 3 11 12 17 19 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 156,103 COMMITMENTS 4,310 61,084 76,111 70,675 12,953 151,096 150,148 5,007 5,955 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -3,752) 434 1,583 4,413 254 -602 5,101 5,394 -8,853 -9,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 39.1 48.8 45.3 8.3 96.8 96.2 3.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 16 27 14 11 43 38 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,097 COMMITMENTS 0 0 0 11,097 11,037 11,097 11,037 0 60 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -1,168) 0 0 0 -1,168 -1,153 -1,168 -1,153 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.5 100.0 99.5 0.0 0.5 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 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 30,935 COMMITMENTS 23,232 4,920 275 5,741 24,648 29,248 29,843 1,687 1,092 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -320) -487 374 -362 545 -429 -304 -417 -16 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.1 15.9 0.9 18.6 79.7 94.5 96.5 5.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 89 35 7 27 29 119 68 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,949 COMMITMENTS 51,655 29,495 1,408 13,989 38,221 67,052 69,124 5,897 3,825 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 929) 672 -554 78 201 1,777 951 1,301 -22 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.8 40.4 1.9 19.2 52.4 91.9 94.8 8.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 114 61 13 34 32 154 102 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 377,166 COMMITMENTS 115,650 54,545 80,326 162,551 223,699 358,527 358,570 18,639 18,596 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 8,017) -3,008 2,934 5,312 7,114 1,545 9,418 9,791 -1,401 -1,774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 14.5 21.3 43.1 59.3 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 75 49 75 77 94 189 185 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,658 COMMITMENTS 5,101 4,320 1,000 7,728 8,117 13,829 13,437 2,829 3,221 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 812) 827 -100 0 211 710 1,038 610 -226 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 25.9 6.0 46.4 48.7 83.0 80.7 17.0 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 4 7 11 14 21 21 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,003 COMMITMENTS 0 3,037 100 13,580 9,470 13,680 12,607 1,323 2,396 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 615) 0 150 0 485 570 485 720 130 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.2 0.7 90.5 63.1 91.2 84.0 8.8 16.0 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 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 21,685 COMMITMENTS 125 1,191 1,246 18,922 17,712 20,293 20,149 1,392 1,536 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 606) -366 75 -25 389 231 -2 281 608 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 5.5 5.7 87.3 81.7 93.6 92.9 6.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 4 19 19 23 23 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,675 COMMITMENTS 5,570 2,847 6,084 8,539 13,458 20,193 22,389 4,482 2,286 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 883) 1,780 125 -365 -892 1,348 523 1,108 360 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 11.5 24.7 34.6 54.5 81.8 90.7 18.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 4 5 15 17 22 24 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,306 COMMITMENTS 11,535 17,885 255 7,315 1,163 19,105 19,303 201 3 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -112) -200 1,088 0 88 -1,200 -112 -112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.7 92.6 1.3 37.9 6.0 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 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 8,450 COMMITMENTS 4,136 4,974 1,741 2,165 1,362 8,042 8,077 408 373 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,671) 372 904 529 692 164 1,593 1,597 78 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 58.9 20.6 25.6 16.1 95.2 95.6 4.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 13 14 12 5 5 25 24 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,136 COMMITMENTS 588 1,877 300 4,171 2,825 5,059 5,002 77 134 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 111) 53 111 0 58 0 111 111 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 36.5 5.8 81.2 55.0 98.5 97.4 1.5 2.6 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 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,191 COMMITMENTS 5,736 0 0 32,425 38,191 38,161 38,191 30 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,410) -105 0 0 1,515 1,410 1,410 1,410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 0.0 0.0 84.9 100.0 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 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,261 COMMITMENTS 1,436 2,469 971 13,410 13,651 15,817 17,091 1,444 170 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 190) 0 44 78 142 45 220 167 -30 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 14.3 5.6 77.7 79.1 91.6 99.0 8.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 9 7 25 25 34 36 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,228 COMMITMENTS 1,680 1,779 825 10,705 10,286 13,210 12,890 18 338 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 540) 37 -208 168 335 580 540 540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 13.4 6.2 80.9 77.8 99.9 97.4 0.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 9 6 7 25 27 37 38 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,319 COMMITMENTS 915 725 325 865 1,164 2,105 2,214 214 105 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 165) 90 135 0 55 20 145 155 20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 31.3 14.0 37.3 50.2 90.8 95.5 9.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 11 6 17 19 27 33 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| 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 03/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,140 COMMITMENTS 4,098 2,556 1,944 30,722 30,339 36,764 34,839 3,376 5,301 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,513) 665 17 130 740 1,139 1,535 1,286 -22 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 6.4 4.8 76.5 75.6 91.6 86.8 8.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 3 19 25 23 29
Updated March 27, 2015