GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       71,261
COMMITMENTS
  17,350    4,651    2,002   51,440   64,588   70,792   71,241      469       20

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:       -333)
     149      127      297     -764     -753     -318     -329      -15       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      6.5      2.8     72.2     90.6     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        8        5       37       45       43       56                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,256
COMMITMENTS
     100        0        0    4,156    4,256    4,256    4,256        0        0

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        -58)
       0        0        0      -58      -58      -58      -58        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      0.0     97.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       15       21       17       21                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,278
COMMITMENTS
     876      221      550    9,926   10,794   11,352   11,565      926      713

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        119)
      15       20       -3       44       54       56       71       63       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      1.8      4.5     80.8     87.9     92.5     94.2      7.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        3        8       30       31       39       40                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,554
COMMITMENTS
     399      127      114    1,284    1,747    1,797    1,988      757      566

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        126)
      20       52      -17       37       46       40       81       86       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      5.0      4.5     50.3     68.4     70.4     77.8     29.6     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        3       19       18       23       23                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,815
COMMITMENTS
   1,356      234      593    6,182    7,472    8,131    8,299      684      516

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        297)
     212       12      -31      132      333      313      314      -16      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      2.7      6.7     70.1     84.8     92.2     94.1      7.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        5        5       37       39       42       48                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,855
COMMITMENTS
   1,228    1,782      221    4,905    4,158    6,354    6,161      501      694

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        441)
      90      232       46      275      163      411      441       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     26.0      3.2     71.6     60.7     92.7     89.9      7.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        8        6       32       28       44       37                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,525
COMMITMENTS
     468      403       60      545      942    1,073    1,405      452      120

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:         10)
      10       20      -16        0        6       -6       10       16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     26.4      3.9     35.7     61.8     70.4     92.1     29.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        2        9       11       14       16                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,084
COMMITMENTS
      64    9,336    1,700   29,143   20,048   30,907   31,084      177        0

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        132)
       0       75        0      132       57      132      132        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     30.0      5.5     93.8     64.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       25       20       28       22                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,365
COMMITMENTS
     426    1,503      252    2,871    2,362    3,549    4,117      816      248

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        271)
      25       20       10      250      221      285      251      -14       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     34.4      5.8     65.8     54.1     81.3     94.3     18.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        4        6       18       14       26       22                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        4,432
COMMITMENTS
       0      297      379    3,550    3,579    3,929    4,255      503      177

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      8.6     80.1     80.8     88.7     96.0     11.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       15       17       17       19                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      367,511
COMMITMENTS
  64,368   58,356   62,977  194,327  211,198  321,672  332,531   45,839   34,980

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -4,174)
    -870   -1,463    2,328   -3,431   -7,181   -1,973   -6,316   -2,201    2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     15.9     17.1     52.9     57.5     87.5     90.5     12.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      42       40       57       82       80      158      151                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       58,671
COMMITMENTS
       0    1,155        0   47,497   53,711   47,497   54,866   11,174    3,805

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      4,001)
       0        0        0    4,619    4,120    4,619    4,120     -618     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      0.0     81.0     91.5     81.0     93.5     19.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       24       28       24       29                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,036,572
COMMITMENTS
 259,926  490,690  297,435  413,046  216,087  970,407  1004212   66,165   32,360

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    -11,480)
 -14,340  -10,137   -6,153   11,261    5,995   -9,232  -10,295   -2,248   -1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     47.3     28.7     39.8     20.8     93.6     96.9      6.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      82      115      123       57       46      222      212                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      393,380
COMMITMENTS
 205,427  162,469   52,520  131,608  173,144  389,555  388,133    3,825    5,247

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    -15,908)
  -8,669  -12,003   -1,955   -5,221   -1,150  -15,845  -15,108      -63     -800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.2     41.3     13.4     33.5     44.0     99.0     98.7      1.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      15       15       25       31       34       62       60                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       96,544
COMMITMENTS
  15,049   25,667   15,298   58,362   49,327   88,709   90,292    7,835    6,252

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -8,368)
  -4,074   -1,452   -1,873   -2,537   -5,202   -8,484   -8,527      116      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     26.6     15.8     60.5     51.1     91.9     93.5      8.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8       16       20       16       16       37       39                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,656,475
COMMITMENTS
 729,663   48,080  136,580  744,128  1441614  1610371  1626274   46,104   30,201

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    -79,849)
 -49,192      336  -13,156  -19,162  -67,063  -81,510  -79,883    1,661       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0      2.9      8.2     44.9     87.0     97.2     98.2      2.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      28       10       28       52       56       89       86                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      491,987
COMMITMENTS
  43,908   91,761   76,007  368,587  322,091  488,502  489,859    3,485    2,128

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    -34,690)
  -6,342  -28,539   -8,531  -19,140    2,641  -34,013  -34,429     -677     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     18.7     15.4     74.9     65.5     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      20       20       31       35       35       72       69                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      117,982
COMMITMENTS
  59,289   29,085   22,407   34,038   63,755  115,734  115,247    2,248    2,735

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -4,373)
    -614   -2,289   -1,408   -3,841   -1,762   -5,863   -5,459    1,490    1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     24.7     19.0     28.9     54.0     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15       15       19       20       18       45       42                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       32,409
COMMITMENTS
  20,085    9,431    4,218    7,560   18,114   31,863   31,763      546      646

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -1,245)
    -105      440      187   -1,253   -2,138   -1,171   -1,511      -74      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.0     29.1     13.0     23.3     55.9     98.3     98.0      1.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10       12       12       11       15       30       31                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        5,169
COMMITMENTS
     230      528      100    4,669    4,381    4,999    5,009      170      160

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        402)
      30       70        0      342      317      372      387       30       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     10.2      1.9     90.3     84.8     96.7     96.9      3.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        3       15       17       18       22                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       54,042
COMMITMENTS
   3,630    1,611    3,994   46,048   47,964   53,672   53,569      370      473

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      1,442)
     108      -54      191    1,177    1,214    1,476    1,351      -34       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      3.0      7.4     85.2     88.8     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      10       10       12       52       65       70       82                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,671
COMMITMENTS
   1,046      389      323    2,950    3,569    4,319    4,281      352      390

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        507)
     123       76       -6      351      309      468      379       39      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      8.3      6.9     63.2     76.4     92.5     91.7      7.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        5        7       25       31       34       38                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      121,548
COMMITMENTS
   2,795    2,030    2,540  116,062  116,978  121,397  121,548      151        0

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.7      2.1     95.5     96.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       18       16       19       18                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,686,016
COMMITMENTS
       0  231,000        0  2686016  2455016  2686016  2686016        0        0

CHANGES FROM 06/23/15 (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      8.6      0.0    100.0     91.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       14       19       15                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,029
COMMITMENTS
   1,080        0    2,785   40,164   41,244   44,029   44,029        0        0

CHANGES FROM 06/23/15 (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      0.0      6.3     91.2     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       11       12       13       13                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,168,957
COMMITMENTS
  92,590        0   70,560  1005807  1098397  1168957  1168957        0        0

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.0      6.0     86.0     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       15        7       17        8                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,096
COMMITMENTS
     458      102        2   17,458   17,843   17,918   17,947      178      149

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      1,064)
     118        0        0      946    1,064    1,064    1,064        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.6      0.0     96.5     98.6     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        1       25       25       27       28                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       74,223
COMMITMENTS
     921    8,683      925   71,348   63,753   73,194   73,361    1,029      862

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:         96)
      -7      101       75      206     -140      274       36     -178       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     11.7      1.2     96.1     85.9     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       2       13        6       52       48       60       61                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,148
COMMITMENTS
       0      188        0   19,858   19,823   19,858   20,011      290      137

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        135)
       0        0        0      135      135      135      135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     98.6     98.4     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       17       19       17       21                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,457
COMMITMENTS
   2,620    5,054      882   24,408   22,147   27,910   28,083      547      374

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        307)
      10      146      -35      294      185      269      296       38       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     17.8      3.1     85.8     77.8     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        5        4       35       36       42       41                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,561
COMMITMENTS
     185    1,765      976   10,351    8,610   11,512   11,351       49      210

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        185)
      40      123       10      145       42      195      175      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     15.3      8.4     89.5     74.5     99.6     98.2      0.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        3       23       20       28       23                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,224
COMMITMENTS
       0      608      167   10,083   10,245   10,250   11,020      974      204

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        366)
       0      -29       24      327      361      351      356       15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      1.5     89.8     91.3     91.3     98.2      8.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       20       22       22       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,670,091
COMMITMENTS
 483,021  154,842  528,492  583,581  915,252  1595094  1598586   74,997   71,505

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     20,066)
   3,020    2,274    2,124   13,151    9,863   18,295   14,261    1,771    5,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      9.3     31.6     34.9     54.8     95.5     95.7      4.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
     117      104      147       89      107      284      295                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      150,735
COMMITMENTS
  78,041   10,092    4,835   53,915   92,960  136,791  107,887   13,944   42,848

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      3,935)
   2,609    1,577    1,291    4,213    3,716    8,113    6,584   -4,178   -2,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8      6.7      3.2     35.8     61.7     90.7     71.6      9.3     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        5        5       17       19       26       26                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      142,882
COMMITMENTS
  13,491   69,024   53,684   69,636   13,982  136,811  136,690    6,071    6,192

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      8,854)
     472    6,472    2,302    4,785     -747    7,559    8,027    1,295      827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     48.3     37.6     48.7      9.8     95.8     95.7      4.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12       11       23       18       15       43       40                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,551
COMMITMENTS
       0        0        0   10,551   10,551   10,551   10,551        0        0

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        898)
       0        0        0      898      898      898      898        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:       30)
       0        0        0       23       18       23       18                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       37,100
COMMITMENTS
  26,460   17,716      704    8,395   16,496   35,559   34,916    1,541    2,184

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      2,279)
   1,101    2,229      297      841     -166    2,239    2,360       40      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.3     47.8      1.9     22.6     44.5     95.8     94.1      4.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      72       71       11       29       25      107      103                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       77,670
COMMITMENTS
  56,014   34,719      784   14,628   38,526   71,426   74,029    6,244    3,641

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -6,451)
  -1,262   -3,075   -1,190   -3,692   -1,777   -6,144   -6,042     -307     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.1     44.7      1.0     18.8     49.6     92.0     95.3      8.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
     118       66       11       28       31      152      103                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      376,905
COMMITMENTS
 110,533   66,610   62,325  180,246  232,586  353,104  361,521   23,801   15,384

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    -21,494)
     361    8,331   -3,423  -18,145  -26,393  -21,207  -21,485     -287       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     17.7     16.5     47.8     61.7     93.7     95.9      6.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      80       39       65       73       87      183      164                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,580
COMMITMENTS
   6,464      494      950    7,363   13,252   14,777   14,696    2,803    2,884

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      1,552)
     400       50       -7    1,150    1,500    1,543    1,543        9        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      2.8      5.4     41.9     75.4     84.1     83.6     15.9     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        4       14       14       21       18                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       10,950
COMMITMENTS
     620      400      530    8,977    8,777   10,127    9,707      823    1,243

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:         13)
      25      300     -245      213      -62       -7       -7       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      3.7      4.8     82.0     80.2     92.5     88.6      7.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        3       16       14       20       17                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,190
COMMITMENTS
   5,953    1,217    4,942   10,877   16,662   21,772   22,821    3,418    2,369

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      1,005)
     657     -462      175       13    1,199      845      912      160       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      4.8     19.6     43.2     66.1     86.4     90.6     13.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        6       16       19       24       26                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       18,777
COMMITMENTS
  13,309   14,197      225    5,134    4,355   18,668   18,777      109        0

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:     -1,894)
  -1,026   -1,979      -25     -821      110   -1,872   -1,894      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.9     75.6      1.2     27.3     23.2     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        4        1        8       10       17       15                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,823
COMMITMENTS
   8,503    9,601    5,292    4,592    3,651   18,387   18,544      436      279

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        740)
     208      110      406      346      474      960      990     -220     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     51.0     28.1     24.4     19.4     97.7     98.5      2.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18       24       31        8        9       42       50                  
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,548
COMMITMENTS
     310    1,103      500    3,535    2,711    4,345    4,314      203      234

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:         74)
       0      -75       50      -13       37       37       12       37       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     24.3     11.0     77.7     59.6     95.5     94.9      4.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        4        1       12       10       17       14                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,106
COMMITMENTS
   5,487       75        0   31,559   37,031   37,046   37,106       60        0

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:      1,541)
     -30      -75        0    1,571    1,616    1,541    1,541        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      0.2      0.0     85.1     99.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        0       23       25       26       26                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,222
COMMITMENTS
   1,245    2,194      869    6,108    5,159    8,222    8,222        0        0

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:         30)
       0      -50        0       30       80       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     26.7     10.6     74.3     62.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        5        5       12       10       18       15                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,283
COMMITMENTS
     938    3,386      554   13,930   12,236   15,422   16,176      861      107

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        161)
     120        8      -63       91      216      148      161       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     20.8      3.4     85.5     75.1     94.7     99.3      5.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        7        5       25       24       31       34                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,677
COMMITMENTS
   1,638    1,892      926   11,717   11,507   14,281   14,325      396      352

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        157)
      73     -161        1       38      272      112      112       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     12.9      6.3     79.8     78.4     97.3     97.6      2.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        8        8       25       26       35       38                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,080
COMMITMENTS
     825      390      400      530      962    1,755    1,752      325      328

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        215)
     215      175        0       85       35      300      210      -85        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     18.8     19.2     25.5     46.3     84.4     84.2     15.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        8        4       10       18       19       29                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,328
COMMITMENTS
   1,592    1,886      266    8,963    9,115   10,821   11,267      507       61

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      -75      -75      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     16.6      2.3     79.1     80.5     95.5     99.5      4.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        4       11       11       16       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,762
COMMITMENTS
   2,850    4,000    1,830   27,960   25,773   32,640   31,603    4,122    5,159

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:        522)
     -25      175      179    2,849      954    3,003    1,308   -2,481     -786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     10.9      5.0     76.1     70.1     88.8     86.0     11.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        5       21       22       26       27                  



Updated July 6, 2015