GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,078
COMMITMENTS
  19,392    3,100    1,145   47,075   63,827   67,612   68,072      466        6

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      4,220)
     287       30      343    3,590    3,847    4,220    4,220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      4.6      1.7     69.1     93.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        8        5       34       44       40       55                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,075
COMMITMENTS
       0        0        0    4,075    4,075    4,075    4,075        0        0

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        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:       22)
       0        0        0       17       19       17       19                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,644
COMMITMENTS
     959      180      543    8,324    9,254    9,826    9,977      818      667

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:         22)
      70       25       11       47       33      128       69     -106      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      1.7      5.1     78.2     86.9     92.3     93.7      7.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        7       31       32       39       39                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,185
COMMITMENTS
     204      124      195    1,211    1,404    1,610    1,723      575      462

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        139)
       7       62       65      133       61      205      188      -66      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      5.7      8.9     55.4     64.3     73.7     78.9     26.3     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        3       18       19       22       24                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,798
COMMITMENTS
   1,063       67      657    5,536    6,734    7,256    7,458      542      340

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        365)
      91        0       14      320      483      425      497      -60     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.9      8.4     71.0     86.4     93.0     95.6      7.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        7       36       37       44       45                  
 
 
3.5% FUEL OIL RDAM V. FOB MED - NEW YORK MERCANTILE EXCHANGE         Code-02165L
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        2,127
COMMITMENTS
       0      330        0    2,050    1,747    2,050    2,077       77       50

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.5      0.0     96.4     82.1     96.4     97.6      3.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       10       14       10       16                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,116
COMMITMENTS
   1,026    1,423      312    5,269    4,708    6,607    6,443      509      673

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        621)
     158      104      -23      453      585      588      666       33      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     20.0      4.4     74.0     66.2     92.8     90.5      7.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8        7        5       27       27       39       35                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,675
COMMITMENTS
      74   11,088      206   30,236   19,381   30,516   30,675      159        0

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        810)
      10     -165      -55      855    1,030      810      810        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     36.1      0.7     98.6     63.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       25       19       28       21                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,761
COMMITMENTS
     709    1,621       65    3,220    2,642    3,994    4,328      767      433

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        344)
      23       37       18      288      289      329      344       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     34.0      1.4     67.6     55.5     83.9     90.9     16.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        6        4       16       12       24       20                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        3,784
COMMITMENTS
       0      394      375    2,795    2,854    3,170    3,623      614      161

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:          2)
       0      -10        0      -13       12      -13        2       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.4      9.9     73.9     75.4     83.8     95.7     16.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       14       13       16       15                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      400,345
COMMITMENTS
  67,248   54,691   79,936  208,665  224,162  355,849  358,789   44,496   41,556

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      8,671)
   5,344   -2,699    1,489    2,748    7,484    9,581    6,274     -910    2,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     13.7     20.0     52.1     56.0     88.9     89.6     11.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      39       43       62       79       75      155      152                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       65,096
COMMITMENTS
       0      800        0   53,499   59,560   53,499   60,360   11,597    4,736

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      6,728)
       0        0        0    6,527    6,688    6,527    6,688      201       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     82.2     91.5     82.2     92.7     17.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       23       29       23       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      962,054
COMMITMENTS
 243,797  452,239  279,294  372,905  198,066  895,996  929,599   66,058   32,455

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:    -38,310)
  -1,343  -16,330  -21,022  -11,391   -2,808  -33,756  -40,160   -4,554    1,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     47.0     29.0     38.8     20.6     93.1     96.6      6.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      86      115      114       56       52      222      210                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      412,753
COMMITMENTS
 198,095  149,812   63,517  146,735  194,406  408,347  407,735    4,406    5,018

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      2,970)
  -2,914   -2,951    1,383    3,697    4,475    2,166    2,907      804       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     36.3     15.4     35.6     47.1     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      20       16       27       36       34       70       63                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      110,324
COMMITMENTS
  19,574   32,284   14,357   69,267   60,431  103,198  107,072    7,126    3,252

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      5,308)
   1,729    3,794       -5    4,374    2,702    6,098    6,491     -790   -1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     29.3     13.0     62.8     54.8     93.5     97.1      6.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      13       16       24       22       20       48       47                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,708,101
COMMITMENTS
 756,209   51,229  141,673  771,150  1485073  1669032  1677975   39,069   30,126

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        859)
   4,562      367   -4,599    6,517    3,928    6,480     -304   -5,621    1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3      3.0      8.3     45.1     86.9     97.7     98.2      2.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      26       12       29       58       60       96       91                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      500,334
COMMITMENTS
  38,360   96,196   79,129  379,120  322,411  496,609  497,736    3,725    2,598

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      2,587)
  -4,689   -2,382    2,486    4,762    2,224    2,559    2,328       28      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     19.2     15.8     75.8     64.4     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19       22       32       38       33       75       69                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      130,923
COMMITMENTS
  66,845   32,051   26,738   36,428   70,350  130,011  129,139      912    1,784

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      5,150)
   1,621    1,537    1,888    1,576    1,652    5,085    5,077       65       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     24.5     20.4     27.8     53.7     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17       17       18       20       20       47       45                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       34,192
COMMITMENTS
  21,336   11,032    3,766    8,544   18,943   33,646   33,741      546      451

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:         67)
     205     -450     -155       14    1,004       64      399        3     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.4     32.3     11.0     25.0     55.4     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12       14       13       13       16       32       36                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        4,696
COMMITMENTS
     210      468      110    4,336    3,963    4,656    4,541       40      155

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        195)
      20       68      -10      235      137      245      195      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     10.0      2.3     92.3     84.4     99.1     96.7      0.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        3       17       19       20       24                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       55,889
COMMITMENTS
   4,327    1,045    3,803   47,250   50,828   55,380   55,676      509      213

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      2,868)
     143     -148      741    2,009    2,372    2,893    2,965      -25      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      1.9      6.8     84.5     90.9     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      17        8       10       45       61       66       75                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,479
COMMITMENTS
     947      662      243    2,998    3,309    4,188    4,214      291      265

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        129)
     -16      107        6      129       51      119      164       10      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     14.8      5.4     66.9     73.9     93.5     94.1      6.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        5        5       22       27       28       36                  
 
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE         Code-064657
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,876
COMMITMENTS
   1,168        0      132   11,002   11,836   12,302   11,968      574      908

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        606)
     600        0        0      -38      526      562      526       44       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      0.0      1.0     85.4     91.9     95.5     92.9      4.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        1       15       14       18       15                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      129,090
COMMITMENTS
   7,055    1,920    2,540  119,495  124,630  129,090  129,090        0        0

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      4,260)
       0        0        0    4,389    4,260    4,389    4,260     -129        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.5      2.0     92.6     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       19       16       21       18                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,752,721
COMMITMENTS
       0  216,280        0  2752721  2536441  2752721  2752721        0        0

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     66,698)
       0        0        0   66,698   66,698   66,698   66,698        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.9      0.0    100.0     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       16       20       17                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,249
COMMITMENTS
   1,168        0    2,565   39,516   40,684   43,249   43,249        0        0

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      1,552)
       0        0        0    1,552    1,552    1,552    1,552        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      5.9     91.4     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       11       15       13       16                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,193,501
COMMITMENTS
  77,502        0   70,560  1045439  1122941  1193501  1193501        0        0

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      5.9     87.6     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       15        8       17        9                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,375
COMMITMENTS
     258       62        0   16,932   17,164   17,190   17,226      185      149

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      1,788)
      60        0       -2    1,730    1,790    1,788    1,788        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.4      0.0     97.5     98.8     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       27       24       28       25                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       71,356
COMMITMENTS
     980    8,408    1,428   67,840   60,893   70,248   70,729    1,108      627

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      1,341)
    -239       36      268    1,264    1,284    1,293    1,588       48     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     11.8      2.0     95.1     85.3     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       4        8        7       55       49       63       62                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,328
COMMITMENTS
   2,585    5,697      699   24,355   21,554   27,639   27,950      689      378

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        673)
       0      368        3      636      308      639      679       34       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     20.1      2.5     86.0     76.1     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        5        3       32       35       37       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,149
COMMITMENTS
      85      941      976    9,084    8,026   10,145    9,943        4      206

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        275)
       0      140      -60      335      195      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      9.3      9.6     89.5     79.1    100.0     98.0      0.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        3       26       20       30       23                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,456
COMMITMENTS
       0      629      166    9,275    9,516    9,441   10,311    1,015      145

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:       -136)
       0        0        0     -136     -136     -136     -136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.0      1.6     88.7     91.0     90.3     98.6      9.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       21       22       23       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,694,436
COMMITMENTS
 475,975  232,556  549,072  594,197  837,805  1619244  1619433   75,192   75,003

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     25,699)
  11,645   21,909   10,126    3,508  -10,022   25,279   22,013      420    3,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     13.7     32.4     35.1     49.4     95.6     95.6      4.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
     125      110      156       90      104      302      304                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      142,955
COMMITMENTS
  71,652    7,096    3,850   49,143   75,053  124,645   85,999   18,310   56,956

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        903)
     100       34       50      587      563      737      647      166      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1      5.0      2.7     34.4     52.5     87.2     60.2     12.8     39.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        3        3       14       16       21       20                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      143,867
COMMITMENTS
  15,317   72,178   51,966   70,498   13,934  137,781  138,078    6,086    5,789

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      3,626)
     968    1,887    1,639       92     -164    2,699    3,362      927      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     50.2     36.1     49.0      9.7     95.8     96.0      4.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       10       24       15       15       40       41                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,891
COMMITMENTS
       0        0        0   10,861   10,891   10,861   10,891       30        0

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      1,185)
       0        0        0    1,185    1,365    1,185    1,365        0     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       21       19       21       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       37,021
COMMITMENTS
  22,959   17,367    1,362   11,190   16,482   35,511   35,211    1,510    1,810

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        593)
    -124      330      173      667      205      716      708     -123     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.0     46.9      3.7     30.2     44.5     95.9     95.1      4.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      56       65       19       31       27       99      104                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       79,079
COMMITMENTS
  56,320   37,237    1,093   16,023   36,632   73,436   74,962    5,643    4,117

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     -1,704)
  -1,125      -69      -13     -466   -1,742   -1,604   -1,824     -100      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.2     47.1      1.4     20.3     46.3     92.9     94.8      7.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
     105       80       15       30       27      144      114                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      358,257
COMMITMENTS
 113,039   64,206   65,924  158,375  207,054  337,338  337,184   20,919   21,073

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:    -10,161)
  -3,259   -1,512    4,415  -10,437  -12,743   -9,281   -9,840     -880     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     17.9     18.4     44.2     57.8     94.2     94.1      5.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      80       47       71       84       84      193      177                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,674
COMMITMENTS
   6,480        0    1,088    5,053   11,764   12,621   12,852    3,053    2,822

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        900)
     897        0       94       50      974    1,041    1,068     -141     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3      0.0      6.9     32.2     75.1     80.5     82.0     19.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        0        5       10       13       18       18                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,015
COMMITMENTS
       0    5,065        0   19,180   12,820   19,180   17,885      835    2,130

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      1,015)
       0      125        0    1,015    1,065    1,015    1,190        0     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.3      0.0     95.8     64.1     95.8     89.4      4.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       12       17       12       19                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,580
COMMITMENTS
   5,663        5    6,182   10,582   18,276   22,427   24,463    4,153    2,117

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        935)
    -433     -248      644      724      714      935    1,110        0     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      0.0     23.3     39.8     68.8     84.4     92.0     15.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        1        5       13       21       20       26                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       21,996
COMMITMENTS
  14,657   16,581       75    7,155    5,340   21,887   21,996      109        0

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        491)
     414      -50        0       77      541      491      491        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6     75.4      0.3     32.5     24.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        4        1        9       10       18       15                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       17,623
COMMITMENTS
   7,412    8,016    5,824    3,781    3,333   17,017   17,173      606      450

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        419)
     730      570     -263      -48      162      419      469        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     45.5     33.0     21.5     18.9     96.6     97.4      3.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19       21       26        8        9       40       45                  
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,137
COMMITMENTS
     136      993      250    2,524    1,667    2,910    2,910      227      227

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:          0)
       0       50        0        0      -50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     31.7      8.0     80.5     53.1     92.8     92.8      7.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       10        9       13       12                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,294
COMMITMENTS
   4,674        0        0   32,605   37,294   37,279   37,294       15        0

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        373)
    -300        0        0      673      373      373      373        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      0.0      0.0     87.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        0       26       25       30       25                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,909
COMMITMENTS
   2,580    2,018      320    5,999    6,286    8,899    8,624       10      285

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        -25)
       0     -300      -10      -25        0      -35     -310       10      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     22.7      3.6     67.3     70.6     99.9     96.8      0.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       13        9       18       12                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,096
COMMITMENTS
   1,078    3,572      291   12,845   11,148   14,214   15,011      882       85

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:         51)
       0      192      -64      115      -77       51       51        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     23.7      1.9     85.1     73.8     94.2     99.4      5.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        7        4       24       21       29       31                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,540
COMMITMENTS
   1,619    1,278      631   10,951   11,327   13,201   13,236      339      304

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        190)
      36        9       -8      153      220      181      221        9      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      9.4      4.7     80.9     83.7     97.5     97.8      2.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        9        6       26       26       36       36                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,707
COMMITMENTS
     735      490      250      430      667    1,415    1,407      292      300

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:         80)
     120       30     -100       20      150       40       80       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     28.7     14.6     25.2     39.1     82.9     82.4     17.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        9        3        9       14       16       25                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,746
COMMITMENTS
   1,572    1,818      228    8,460    8,646   10,260   10,692      486       54

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     16.9      2.1     78.7     80.5     95.5     99.5      4.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        4       10       10       14       16                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,493
COMMITMENTS
   3,654    3,767    2,238   26,517   24,611   32,409   30,616    3,084    4,877

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        644)
   1,160     -608      345     -845    1,031      660      768      -16     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     10.6      6.3     74.7     69.3     91.3     86.3      8.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        4       19       22       25       26                  



Updated July 31, 2015