GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,323
COMMITMENTS
  18,258    3,186      918   42,695   58,161   61,871   62,265      452       58

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -5,755)
  -1,134       86     -227   -4,380   -5,666   -5,741   -5,807      -14       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      5.1      1.5     68.5     93.3     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        8        4       33       41       38       51                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,192
COMMITMENTS
       0        0        0    4,092    4,172    4,092    4,172      100       20

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:        117)
       0        0        0       17       97       17       97      100       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.6     99.5     97.6     99.5      2.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       18       15       18                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,727
COMMITMENTS
     757      165      522    6,671    7,391    7,950    8,078      777      649

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,917)
    -202      -15      -21   -1,653   -1,863   -1,876   -1,899      -41      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      1.9      6.0     76.4     84.7     91.1     92.6      8.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        7       27       29       34       36                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,860
COMMITMENTS
      96      107      185    1,134    1,197    1,415    1,489      445      371

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -325)
    -108      -17      -10      -77     -207     -195     -234     -130      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      5.8      9.9     61.0     64.4     76.1     80.1     23.9     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       18       18       21       22                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,285
COMMITMENTS
     804      455       87    4,796    5,348    5,687    5,890      598      395

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,513)
    -259      388     -570     -740   -1,386   -1,569   -1,568       56       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      7.2      1.4     76.3     85.1     90.5     93.7      9.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        3       28       33       32       37                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,206
COMMITMENTS
     680    1,153      209    4,688    4,006    5,577    5,368      629      838

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -910)
    -346     -270     -103     -581     -702   -1,030   -1,075      120      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     18.6      3.4     75.5     64.6     89.9     86.5     10.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        7        5       22       22       32       30                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,661
COMMITMENTS
       0   11,481      221   28,302   16,959   28,523   28,661      138        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -2,014)
     -74      393       15   -1,934   -2,422   -1,993   -2,014      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     40.1      0.8     98.7     59.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       25       19       27       21                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,809
COMMITMENTS
     448    1,400       28    2,465    2,054    2,941    3,482      868      327

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -952)
    -261     -221      -37     -755     -588   -1,053     -846      101     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     36.8      0.7     64.7     53.9     77.2     91.4     22.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        2       11        9       17       15                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      409,973
COMMITMENTS
  73,207   67,658   80,434  212,009  221,121  365,650  369,213   44,323   40,760

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:      9,628)
   5,959   12,967      498    3,344   -3,041    9,801   10,424     -173     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     16.5     19.6     51.7     53.9     89.2     90.1     10.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      40       50       60       78       79      156      159                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       57,241
COMMITMENTS
       0      500        0   46,392   50,414   46,392   50,914   10,849    6,327

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -7,855)
       0     -300        0   -7,107   -9,146   -7,107   -9,446     -748    1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     81.0     88.1     81.0     88.9     19.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       22       26       22       27                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      973,594
COMMITMENTS
 249,503  462,090  272,755  385,749  203,277  908,007  938,122   65,587   35,472

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     11,540)
   5,706    9,851   -6,539   12,844    5,211   12,011    8,523     -471    3,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     47.5     28.0     39.6     20.9     93.3     96.4      6.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      97      108      128       57       50      238      214                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      392,325
COMMITMENTS
 194,839  146,549   52,759  140,942  187,960  388,540  387,268    3,785    5,057

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:    -20,428)
  -3,256   -3,263  -10,758   -5,793   -6,446  -19,807  -20,467     -621       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7     37.4     13.4     35.9     47.9     99.0     98.7      1.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      17       14       25       31       34       63       60                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       97,583
COMMITMENTS
  19,780   26,135   10,748   59,554   56,198   90,082   93,081    7,501    4,502

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:    -12,741)
     206   -6,149   -3,609   -9,713   -4,233  -13,116  -13,991      375    1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     26.8     11.0     61.0     57.6     92.3     95.4      7.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       17       22       18       17       42       42                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,677,058
COMMITMENTS
 755,902   56,943  140,095  740,403  1451066  1636400  1648104   40,658   28,954

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:    -31,043)
    -307    5,714   -1,578  -30,747  -34,007  -32,632  -29,871    1,589   -1,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1      3.4      8.4     44.1     86.5     97.6     98.3      2.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       11       31       51       55       90       88                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      458,677
COMMITMENTS
  35,193   76,175   71,365  348,651  308,670  455,209  456,210    3,468    2,467

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:    -41,657)
  -3,167  -20,021   -7,764  -30,469  -13,741  -41,400  -41,526     -257     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     16.6     15.6     76.0     67.3     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      20       20       29       34       32       70       65                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      126,656
COMMITMENTS
  67,051   35,144   23,016   35,682   67,645  125,749  125,805      907      851

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -4,267)
     206    3,093   -3,722     -746   -2,705   -4,262   -3,334       -5     -933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     27.7     18.2     28.2     53.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       19       21       19       20       47       47                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       31,135
COMMITMENTS
  19,877   11,202    3,107    7,551   16,261   30,535   30,570      600      565

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -3,057)
  -1,459      170     -659     -993   -2,682   -3,111   -3,171       54      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.8     36.0     10.0     24.3     52.2     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       13       13       13       16       31       36                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,504
COMMITMENTS
      60      458       80    3,264    2,821    3,404    3,359      100      145

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,192)
    -150      -10      -30   -1,072   -1,142   -1,252   -1,182       60      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     13.1      2.3     93.2     80.5     97.1     95.9      2.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       16       19       18       24                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       47,353
COMMITMENTS
   3,906      936    2,944   40,068   43,287   46,918   47,167      435      186

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -8,536)
    -421     -109     -859   -7,182   -7,541   -8,462   -8,509      -74      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      2.0      6.2     84.6     91.4     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      14        8       11       45       56       65       71                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,153
COMMITMENTS
     539      463      235    2,124    2,300    2,898    2,998      255      155

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,326)
    -408     -199       -8     -874   -1,009   -1,290   -1,216      -36     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     14.7      7.5     67.4     72.9     91.9     95.1      8.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        6        4       24       22       28       31                  
 
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE         Code-064657
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,516
COMMITMENTS
   1,140       20      166   10,708   11,702   12,014   11,888      502      628

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -360)
     -28       20       34     -294     -134     -288      -80      -72     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      0.2      1.3     85.6     93.5     96.0     95.0      4.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       15       14       19       16                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      126,511
COMMITMENTS
   6,825    1,805    2,540  117,146  122,166  126,511  126,511        0        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -2,579)
    -230     -115        0   -2,349   -2,464   -2,579   -2,579        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.4      2.0     92.6     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       19       17       21       19                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,798,957
COMMITMENTS
       0  184,920        0  2798957  2614037  2798957  2798957        0        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     46,236)
       0  -31,360        0   46,236   77,596   46,236   46,236        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      0.0    100.0     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       19       21       20                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       41,571
COMMITMENTS
   1,260        0    2,335   37,976   39,236   41,571   41,571        0        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,678)
      92        0     -230   -1,540   -1,448   -1,678   -1,678        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      5.6     91.4     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       15       16       17       17                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,084,741
COMMITMENTS
  45,358        0   70,560  968,823  1014181  1084741  1084741        0        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:   -108,760)
 -32,144        0        0  -76,616 -108,760 -108,760 -108,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      6.5     89.3     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       16        9       18       10                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,964
COMMITMENTS
     328       62        0   14,554   14,647   14,882   14,709       82      255

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -2,411)
      70        0        0   -2,378   -2,517   -2,308   -2,517     -103      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.4      0.0     97.3     97.9     99.5     98.3      0.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       26       22       27       23                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       71,245
COMMITMENTS
   1,130    8,548    1,288   67,661   60,829   70,079   70,665    1,166      580

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -111)
     150      140     -140     -179      -64     -169      -64       58      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     12.0      1.8     95.0     85.4     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       4        9        7       55       48       63       62                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,529
COMMITMENTS
   2,613    5,988      409   22,895   19,729   25,917   26,126      612      403

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,799)
      28      291     -290   -1,460   -1,825   -1,722   -1,824      -77       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     22.6      1.5     86.3     74.4     97.7     98.5      2.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        5        2       31       34       36       39                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,587
COMMITMENTS
     110      463      926    7,549    7,022    8,585    8,411        2      176

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,562)
      25     -478      -50   -1,535   -1,004   -1,560   -1,532       -2      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.4     10.8     87.9     81.8    100.0     98.0      0.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        3       21       19       25       22                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,313
COMMITMENTS
       0      661      134    8,117    8,383    8,251    9,178    1,062      135

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,143)
       0       32      -32   -1,158   -1,133   -1,190   -1,133       47      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.1      1.4     87.2     90.0     88.6     98.6     11.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       20       20       22       22                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,736,523
COMMITMENTS
 478,684  231,591  569,788  611,685  853,973  1660157  1655352   76,366   81,171

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     42,087)
   2,709     -965   20,716   17,488   16,168   40,913   35,919    1,174    6,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     13.3     32.8     35.2     49.2     95.6     95.3      4.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     128      112      157       90      102      303      312                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      134,987
COMMITMENTS
  70,819    5,033    2,688   45,346   67,349  118,853   75,070   16,134   59,917

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -7,968)
    -833   -2,063   -1,162   -3,797   -7,704   -5,792  -10,929   -2,176    2,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5      3.7      2.0     33.6     49.9     88.0     55.6     12.0     44.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        2        3       14       16       21       20                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      151,711
COMMITMENTS
  17,137   74,698   55,992   72,731   14,812  145,860  145,502    5,851    6,209

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:      7,844)
   1,820    2,520    4,026    2,233      878    8,079    7,424     -235      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     49.2     36.9     47.9      9.8     96.1     95.9      3.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      14       11       24       16       16       43       42                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,371
COMMITMENTS
       0        0        0   11,341   11,371   11,341   11,371       30        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:        480)
       0        0        0      480      480      480      480        0        0

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       22       19       22       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       37,485
COMMITMENTS
  22,844   18,245    1,729   11,311   15,517   35,884   35,491    1,601    1,994

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:        464)
    -115      878      367      121     -965      373      280       91      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     48.7      4.6     30.2     41.4     95.7     94.7      4.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      60       66       23       33       27      106      108                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       79,763
COMMITMENTS
  55,786   37,240    1,554   16,522   36,977   73,862   75,771    5,901    3,992

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:        684)
    -534        3      461      499      345      426      809      258     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.9     46.7      1.9     20.7     46.4     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
     108       80       20       25       28      146      117                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      362,721
COMMITMENTS
 116,133   65,979   67,776  157,896  206,691  341,805  340,446   20,916   22,275

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:      4,464)
   3,094    1,773    1,852     -479     -363    4,467    3,262       -3    1,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     18.2     18.7     43.5     57.0     94.2     93.9      5.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      72       55       67       78       84      180      177                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,631
COMMITMENTS
   4,665       50    1,129    4,788   10,142   10,582   11,321    3,049    2,310

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -2,043)
  -1,815       50       41     -265   -1,622   -2,039   -1,531       -4     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      0.4      8.3     35.1     74.4     77.6     83.1     22.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        1        5        8       11       15       16                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,365
COMMITMENTS
       0    3,510        0   15,395   10,875   15,395   14,385      970    1,980

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -3,650)
       0   -1,555        0   -3,785   -1,945   -3,785   -3,500      135     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.4      0.0     94.1     66.5     94.1     87.9      5.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       12       15       12       17                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,250
COMMITMENTS
   4,549      457    5,490    9,338   15,675   19,377   21,622    3,873    1,628

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -3,330)
  -1,114      452     -692   -1,244   -2,601   -3,050   -2,841     -280     -489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      2.0     23.6     40.2     67.4     83.3     93.0     16.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        5       12       22       18       27                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       20,044
COMMITMENTS
  13,169   15,332       75    6,712    4,637   19,956   20,044       88        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,952)
  -1,488   -1,249        0     -443     -703   -1,931   -1,952      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.7     76.5      0.4     33.5     23.1     99.6    100.0      0.4      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 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       15,189
COMMITMENTS
   6,837    7,549    4,663    3,195    2,587   14,695   14,799      494      390

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -2,434)
    -575     -467   -1,161     -586     -746   -2,322   -2,374     -112      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     49.7     30.7     21.0     17.0     96.7     97.4      3.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16       24       24        7        9       37       44                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,509
COMMITMENTS
   3,866        0        0   29,633   33,509   33,499   33,509       10        0

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -3,785)
    -808        0        0   -2,972   -3,785   -3,780   -3,785       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      0.0      0.0     88.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        0        0       24       25       28       25                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,094
COMMITMENTS
   1,154    4,268      196   11,812    9,487   13,162   13,951      932      143

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,002)
      76      696      -95   -1,033   -1,661   -1,052   -1,060       50       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     30.3      1.4     83.8     67.3     93.4     99.0      6.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        8        3       20       18       26       28                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,186
COMMITMENTS
   1,959    1,432      344    9,559   10,031   11,862   11,807      324      379

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -1,354)
     340      154     -287   -1,392   -1,296   -1,339   -1,429      -15       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     11.8      2.8     78.4     82.3     97.3     96.9      2.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        9        5       24       21       35       30                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,214
COMMITMENTS
     295      255      260      405      380      960      895      254      319

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -493)
    -440     -235       10      -25     -287     -455     -512      -38       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     21.0     21.4     33.4     31.3     79.1     73.7     20.9     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        5        3        6        8       11       16                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,274
COMMITMENTS
   1,602    1,775      190    8,017    8,262    9,809   10,227      465       47

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:       -472)
      30      -43      -38     -443     -384     -451     -465      -21       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     17.3      1.8     78.0     80.4     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 08/04/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,572
COMMITMENTS
   3,971    3,206    2,117   22,432   21,707   28,520   27,030    3,052    4,542

CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST:     -3,921)
     317     -561     -121   -4,085   -2,904   -3,889   -3,586      -32     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     10.2      6.7     71.1     68.8     90.3     85.6      9.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        4       18       20       24       24                  



Updated August 7, 2015