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