GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,349
COMMITMENTS
  21,142    3,715      684   35,975   53,892   57,801   58,291      548       58

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,165)
     465      263       -5      725      917    1,185    1,175      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2      6.4      1.2     61.7     92.4     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        6        5       39       43       46       53                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,939
COMMITMENTS
       0        0        0    4,939    4,939    4,939    4,939        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        325)
       0        0        0      325      325      325      325        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       17       14       17                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,325
COMMITMENTS
     918      183      602    7,040    7,828    8,560    8,613      765      712

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:         38)
      53       28      -14       16       32       55       46      -17       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      2.0      6.5     75.5     83.9     91.8     92.4      8.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        2        6       30       30       37       37                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,081
COMMITMENTS
     186        0      288    1,085    1,168    1,559    1,456      522      625

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:         47)
     -13        0        5       20      -35       12      -30       35       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.0     13.8     52.1     56.1     74.9     70.0     25.1     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       13       16       16       19                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,898
COMMITMENTS
   1,184      637       94    4,897    5,710    6,175    6,441      723      457

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:         91)
     -24      -35      -18      134      134       92       81       -1       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      9.2      1.4     71.0     82.8     89.5     93.4     10.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        4       33       36       38       41                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,919
COMMITMENTS
   1,883    2,712      634    4,976    3,814    7,493    7,160      426      759

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        533)
     394      470      -60      209      134      543      544      -10      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     34.2      8.0     62.8     48.2     94.6     90.4      5.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        5        6       26       22       36       30                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,121
COMMITMENTS
     280      242       40      528      732      848    1,014      273      107

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        142)
     100       10       -8       10      160      102      162       40      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     21.6      3.6     47.1     65.3     75.6     90.5     24.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        2        7        8       13       13                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,735
COMMITMENTS
     225   10,849      640   27,693   16,986   28,558   28,475      177      260

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        455)
       0       50      160      275      245      435      455       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     37.8      2.2     96.4     59.1     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        2       23       19       26       22                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,914
COMMITMENTS
     615    1,158      247    2,466    1,997    3,328    3,402      586      512

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        577)
     105      120      100      392      377      597      597      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     29.6      6.3     63.0     51.0     85.0     86.9     15.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        4       18       18       27       24                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      410,649
COMMITMENTS
  59,243   65,559   88,306  224,382  218,179  371,931  372,044   38,718   38,605

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     11,403)
  -1,659     -142   10,147    3,579   -1,104   12,067    8,901     -664    2,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     16.0     21.5     54.6     53.1     90.6     90.6      9.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      39       45       61       85       87      160      163                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,274
COMMITMENTS
   1,025      500      100   42,217   48,806   43,342   49,406   12,932    6,868

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        922)
     225        0        0      619    2,109      844    2,109       78   -1,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.9      0.2     75.0     86.7     77.0     87.8     23.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       22       25       23       27                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      904,256
COMMITMENTS
 228,796  441,095  236,416  372,253  189,460  837,465  866,971   66,791   37,285

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    -22,911)
  -8,412  -18,535    6,012  -19,457   -9,555  -21,857  -22,078   -1,054     -833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     48.8     26.1     41.2     21.0     92.6     95.9      7.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      87      117      128       61       55      232      230                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      377,361
COMMITMENTS
 166,319  130,175   59,841  146,580  182,785  372,740  372,801    4,621    4,560

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -2,827)
  -6,014   -3,827    2,034      897   -1,064   -3,083   -2,857      256       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     34.5     15.9     38.8     48.4     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20        9       27       34       36       67       63                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       93,452
COMMITMENTS
  12,730   23,036   10,501   61,674   53,583   84,905   87,120    8,547    6,332

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,827)
   1,099     -232    1,139     -453    1,207    1,785    2,114       42     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     24.7     11.2     66.0     57.3     90.9     93.2      9.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       13       19       18       18       41       38                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,646,574
COMMITMENTS
 701,707   63,446  115,288  794,880  1439569  1611875  1618303   34,699   28,271

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      8,191)
   3,861     -186    1,813    3,441    6,520    9,115    8,147     -924       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6      3.9      7.0     48.3     87.4     97.9     98.3      2.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      29       12       31       54       56       95       89                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      430,883
COMMITMENTS
  29,715   51,847   72,749  325,640  304,203  428,104  428,799    2,779    2,084

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      4,087)
    -200      403    3,050    2,026    1,100    4,876    4,553     -789     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     12.0     16.9     75.6     70.6     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16       23       25       40       36       70       70                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      141,894
COMMITMENTS
  58,204   48,695   24,885   57,387   66,928  140,476  140,508    1,418    1,386

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      7,867)
  -2,709    2,110    3,765    7,134    2,633    8,190    8,508     -323     -641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     34.3     17.5     40.4     47.2     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16       18       22       21       21       50       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       33,665
COMMITMENTS
  21,381   10,473    2,863    8,826   19,764   33,070   33,100      595      565

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,728)
   1,171     -320      262      299    1,800    1,732    1,742       -4      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     31.1      8.5     26.2     58.7     98.2     98.3      1.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       12       14       16       15       35       33                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,990
COMMITMENTS
      20      409       40    2,780    2,401    2,840    2,850      150      140

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:         80)
      10        0      -10       52       90       52       80       28        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     13.7      1.3     93.0     80.3     95.0     95.3      5.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       16       19       18       23                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       45,509
COMMITMENTS
   2,726    1,161    4,004   38,209   40,097   44,939   45,262      570      247

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        -13)
    -136     -125      484     -361     -399      -13      -40        0       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      2.6      8.8     84.0     88.1     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15        7       12       44       59       66       74                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,294
COMMITMENTS
   1,089      510      531    2,409    2,970    4,029    4,011      265      283

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        423)
     228       -3       65      237      439      530      501     -107      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     11.9     12.4     56.1     69.2     93.8     93.4      6.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        3        6       21       21       28       29                  
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      197,221
COMMITMENTS
   3,163    9,088        0  194,058  188,133  197,221  197,221        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     27,530)
       0        0        0   27,530   27,530   27,530   27,530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      4.6      0.0     98.4     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11       10       12       11                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      138,448
COMMITMENTS
  10,255    1,595    3,790  124,148  133,063  138,193  138,448      255        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,973)
       0        0        0    1,718    1,973    1,718    1,973      255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      1.2      2.7     89.7     96.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       24       19       26       22                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,896,307
COMMITMENTS
       0  169,560        0  2896307  2726747  2896307  2896307        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     54,915)
       0        0        0   54,915   54,915   54,915   54,915        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       18       22       19                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,752
COMMITMENTS
   1,428        0    1,915   59,409   60,837   62,752   62,752        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,165)
       0        0        0    1,165    1,165    1,165    1,165        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      3.1     94.7     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       15       17       17       18                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,255,400
COMMITMENTS
  29,614        0   70,560  1155226  1184840  1255400  1255400        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     33,155)
       0        0        0   33,155   33,155   33,155   33,155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      5.6     92.0     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       17       11       19       12                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,666
COMMITMENTS
     323       62       25   14,136   14,444   14,484   14,531      182      135

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        -95)
      -5        0       25     -115     -120      -95      -95        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.4      0.2     96.4     98.5     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       22       23       23       25                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       73,035
COMMITMENTS
   1,389    8,325    1,160   69,352   63,014   71,901   72,499    1,134      536

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      4,049)
      90        0       18    3,801    4,031    3,909    4,049      140        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     11.4      1.6     95.0     86.3     98.4     99.3      1.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       5        6        6       53       51       62       61                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,246
COMMITMENTS
       0      526        0   20,651   20,496   20,651   21,022      595      224

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,395)
       0        0        0    1,340    1,395    1,340    1,395       55        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.0     97.2     96.5     97.2     98.9      2.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       17       16       19                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,776
COMMITMENTS
   2,902    7,009       83   26,290   22,280   29,275   29,372      501      404

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,444)
      45       68      -28    1,457    1,444    1,474    1,484      -30      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     23.5      0.3     88.3     74.8     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7        5        3       29       32       37       39                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,145
COMMITMENTS
     285      897      794    7,974    7,055    9,053    8,746       92      399

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        412)
      60      445     -118      450      110      392      437       20      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      9.8      8.7     87.2     77.1     99.0     95.6      1.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        4       23       21       29       25                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,936
COMMITMENTS
       0      859      138    8,880    8,798    9,018    9,795      918      141

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        735)
       0       35      -15      705      685      690      705       45       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.6      1.4     89.4     88.5     90.8     98.6      9.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       22       20       24       22                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,702,949
COMMITMENTS
 485,819  246,433  555,863  588,064  827,022  1629746  1629318   73,203   73,631

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -1,302)
  -4,330  -12,286     -562   -1,293   11,259   -6,185   -1,589    4,883      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     14.5     32.6     34.5     48.6     95.7     95.7      4.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     115      122      159      102      113      311      317                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      137,112
COMMITMENTS
  70,862    8,457    2,728   46,723   73,013  120,313   84,198   16,799   52,914

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        174)
     348   -1,527   -1,065     -434      316   -1,151   -2,276    1,325    2,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7      6.2      2.0     34.1     53.3     87.7     61.4     12.3     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        3       15       17       22       22                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      159,966
COMMITMENTS
  12,817   77,495   60,670   78,460   13,855  151,947  152,020    8,019    7,946

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    -12,132)
   1,374    2,104  -13,953       55     -911  -12,524  -12,760      392      628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     48.4     37.9     49.0      8.7     95.0     95.0      5.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13       11       21       17       15       39       39                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,109
COMMITMENTS
     360        0        0   14,629   15,064   14,989   15,064      120       45

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        495)
       0        0        0      495      495      495      495        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.0     96.8     99.7     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       18       16       19       16                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,693
COMMITMENTS
  18,742   13,632      484    7,150   11,841   26,376   25,957    1,317    1,736

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        178)
     191      502      -19     -154     -356       18      127      160       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.7     49.2      1.7     25.8     42.8     95.2     93.7      4.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      43       57        7       26       26       72       87                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       73,784
COMMITMENTS
  50,833   27,801    2,819   15,047   39,098   68,699   69,718    5,085    4,066

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      3,749)
   1,802    4,136      446    1,296   -1,710    3,544    2,872      205      877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9     37.7      3.8     20.4     53.0     93.1     94.5      6.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
     100       74       19       25       36      138      122                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      369,097
COMMITMENTS
 112,288   47,422   63,124  176,153  237,062  351,565  347,608   17,532   21,489

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     12,628)
   2,366     -256    1,063   10,101   10,247   13,530   11,054     -902    1,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     12.8     17.1     47.7     64.2     95.3     94.2      4.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      71       48       66       87       98      190      185                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,867
COMMITMENTS
   4,256      686    1,103    6,020    8,971   11,379   10,760    2,488    3,107

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        102)
     -27       25       54      -12        0       15       79       87       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      4.9      8.0     43.4     64.7     82.1     77.6     17.9     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        2        4       12        9       19       13                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,025
COMMITMENTS
       0    2,645        0   17,145   13,710   17,145   16,355      880    1,670

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        495)
       0        0        0      470      450      470      450       25       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.7      0.0     95.1     76.1     95.1     90.7      4.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       20       14       22                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,395
COMMITMENTS
   3,152    1,749    3,835    9,669   12,066   16,656   17,650    2,739    1,745

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -397)
     190     -173      -30       93     -269      253     -472     -650       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      9.0     19.8     49.9     62.2     85.9     91.0     14.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        5       13       17       19       22                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,797
COMMITMENTS
     539      374      468    3,315    4,020    4,322    4,862    2,475    1,935

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      5.5      6.9     48.8     59.1     63.6     71.5     36.4     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        5       12       13       18       18                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       21,228
COMMITMENTS
  12,077   17,577      100    8,984    3,551   21,161   21,228       67        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        773)
     250      855       50      473     -132      773      773        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.9     82.8      0.5     42.3     16.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        6        1       11        8       20       15                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,523
COMMITMENTS
   7,999    7,482    6,239    3,663    4,228   17,901   17,949      622      574

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,282)
     777      417      411      259      440    1,447    1,268     -165       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     40.4     33.7     19.8     22.8     96.6     96.9      3.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19       22       26        6        9       39       44                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,457
COMMITMENTS
   3,733        0        0   31,659   35,457   35,392   35,457       65        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        371)
     -75        0        0      446      371      371      371        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.0      0.0     89.3    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        0        0       25       23       31       23                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,099
COMMITMENTS
   2,540    2,746      224    6,323    6,129    9,087    9,099       12        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:         17)
       0        0        0       17       17       17       17        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     30.2      2.5     69.5     67.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        5        3       11       10       16       15                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,857
COMMITMENTS
   1,521    4,993      923   12,241    9,845   14,685   15,761    1,172       96

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        783)
      42       94      879     -451     -169      470      804      313      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     31.5      5.8     77.2     62.1     92.6     99.4      7.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        6        5       21       17       29       26                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,755
COMMITMENTS
   1,708    2,267      520    9,946    9,761   12,174   12,548      581      207

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        403)
      80      205        9      475      216      564      430     -161      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     17.8      4.1     78.0     76.5     95.4     98.4      4.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        8        7       18       24       30       34                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,130
COMMITMENTS
     921      460      270      854    1,140    2,045    1,870       85      260

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        105)
      60       75        0       50       30      110      105       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     21.6     12.7     40.1     53.5     96.0     87.8      4.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        8        4       12       12       19       22                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,802
COMMITMENTS
   1,632    1,732      152    7,574    7,878    9,358    9,762      444       40

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     17.7      1.6     77.3     80.4     95.5     99.6      4.5      0.4

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 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,854
COMMITMENTS
   4,406    2,795    2,806   19,627   19,947   26,839   25,548    5,015    6,306

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        846)
    -150     -443      656      315      572      821      785       25       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      8.8      8.8     61.6     62.6     84.3     80.2     15.7     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        5       17       18       23       23                  



Updated September 18, 2015