GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,461
COMMITMENTS
  20,233    3,904    1,503   38,177   54,996   59,913   60,403      548       58

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      2,112)
    -909      189      819    2,202    1,104    2,112    2,112        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      6.5      2.5     63.1     91.0     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        6        6       41       43       49       53                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,515
COMMITMENTS
     450        0        0    5,065    5,515    5,515    5,515        0        0

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        576)
     450        0        0      126      576      576      576        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.0      0.0     91.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       14       17       15       17                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,516
COMMITMENTS
     890      188      598    7,361    8,077    8,849    8,863      667      653

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        191)
     -28        5       -4      321      249      289      250      -98      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      2.0      6.3     77.4     84.9     93.0     93.1      7.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        3        7       32       31       40       38                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,116
COMMITMENTS
     160       27      270    1,117    1,223    1,547    1,520      569      596

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:         35)
     -26       27      -18       32       55      -12       64       47      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      1.3     12.8     52.8     57.8     73.1     71.8     26.9     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       13       17       16       20                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,159
COMMITMENTS
   1,341      587       93    4,958    5,986    6,392    6,666      767      493

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        261)
     157      -50       -1       61      276      217      225       44       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      8.2      1.3     69.3     83.6     89.3     93.1     10.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       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 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,660
COMMITMENTS
   2,160    3,211      515    5,476    4,160    8,151    7,886      509      774

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        741)
     277      499     -119      500      346      658      726       83       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     37.1      5.9     63.2     48.0     94.1     91.1      5.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        5        7       27       20       37       29                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,239
COMMITMENTS
     330      342       38      628      752      996    1,132      243      107

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        118)
      50      100       -2      100       20      148      118      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     27.6      3.1     50.7     60.7     80.4     91.4     19.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        2        8        9       15       14                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,308
COMMITMENTS
     305    9,888    1,239   27,667   17,941   29,211   29,068       97      240

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        573)
      80     -961      599      -26      955      653      593      -80      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     33.7      4.2     94.4     61.2     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        3       23       23       27       27                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,328
COMMITMENTS
     594    1,132      307    2,788    2,337    3,689    3,776      639      552

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        414)
     -21      -26       60      322      340      361      374       53       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     26.2      7.1     64.4     54.0     85.2     87.2     14.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        5        5       20       20       30       27                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      389,170
COMMITMENTS
  58,113   65,966   75,757  215,293  205,787  349,163  347,510   40,007   41,660

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:    -21,479)
  -1,130      407  -12,549   -9,089  -12,392  -22,768  -24,534    1,289    3,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     17.0     19.5     55.3     52.9     89.7     89.3     10.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      35       46       59       84       85      156      160                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,905
COMMITMENTS
   1,675      750      400   41,673   50,532   43,748   51,682   13,157    5,223

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        631)
     650      250      300     -544    1,726      406    2,276      225   -1,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.3      0.7     73.2     88.8     76.9     90.8     23.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       22       27       25       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      905,773
COMMITMENTS
 246,133  467,257  227,041  367,417  171,260  840,591  865,558   65,182   40,215

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      1,517)
  17,337   26,162   -9,375   -4,836  -18,200    3,126   -1,413   -1,609    2,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     51.6     25.1     40.6     18.9     92.8     95.6      7.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      96      131      129       66       56      239      252                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      379,788
COMMITMENTS
 160,885  130,541   58,407  156,084  186,252  375,376  375,200    4,412    4,588

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      2,427)
  -5,434      366   -1,434    9,504    3,467    2,636    2,399     -209       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     34.4     15.4     41.1     49.0     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      19       10       25       37       36       69       61                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      100,511
COMMITMENTS
  16,836   22,682   12,391   63,429   58,691   92,656   93,764    7,855    6,747

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      7,059)
   4,106     -354    1,890    1,755    5,108    7,751    6,644     -692      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     22.6     12.3     63.1     58.4     92.2     93.3      7.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       13       19       18       18       42       37                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,673,785
COMMITMENTS
 712,995   71,029  117,761  809,523  1455918  1640279  1644708   33,506   29,077

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:     27,211)
  11,288    7,583    2,473   14,643   16,349   28,404   26,405   -1,193      806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6      4.2      7.0     48.4     87.0     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      30       12       33       56       57       98       93                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      440,523
COMMITMENTS
  33,193   53,845   73,815  330,647  309,675  437,655  437,335    2,868    3,188

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      9,640)
   3,478    1,998    1,066    5,007    5,472    9,551    8,536       89    1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     12.2     16.8     75.1     70.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      17       24       25       41       36       71       72                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      144,925
COMMITMENTS
  52,955   46,468   31,245   59,268   65,991  143,468  143,704    1,457    1,221

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      3,031)
  -5,249   -2,227    6,360    1,881     -937    2,992    3,196       39     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     32.1     21.6     40.9     45.5     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       19       21       22       21       50       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       35,589
COMMITMENTS
  21,966   10,248    3,821    9,268   21,146   35,055   35,215      534      374

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      1,924)
     585     -225      958      442    1,382    1,985    2,115      -61     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.7     28.8     10.7     26.0     59.4     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       12       14       15       15       34       33                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,238
COMMITMENTS
      20      439       40    3,028    2,619    3,088    3,098      150      140

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        248)
       0       30        0      248      218      248      248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     13.6      1.2     93.5     80.9     95.4     95.7      4.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       17       19       19       23                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       47,663
COMMITMENTS
   2,789    1,151    3,951   40,303   42,238   47,043   47,340      620      323

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      2,154)
      63      -10      -53    2,094    2,141    2,104    2,078       50       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      2.4      8.3     84.6     88.6     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14        9       10       44       59       64       73                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,791
COMMITMENTS
     868      595      562    2,920    3,325    4,350    4,482      441      309

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        497)
    -221       85       31      511      355      321      471      176       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     12.4     11.7     60.9     69.4     90.8     93.6      9.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        3        5       22       22       28       30                  
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      411,428
COMMITMENTS
   3,163    9,088        0  408,265  402,340  411,428  411,428        0        0

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:    214,207)
       0        0        0  214,207  214,207  214,207  214,207        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      2.2      0.0     99.2     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13       11       14       12                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      145,910
COMMITMENTS
  10,255    1,595    3,790  131,610  140,525  145,655  145,910      255        0

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      7,462)
       0        0        0    7,462    7,462    7,462    7,462        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      1.1      2.6     90.2     96.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       27       19       29       22                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,996,033
COMMITMENTS
       0  169,560        0  2996033  2826473  2996033  2996033        0        0

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:     99,726)
       0        0        0   99,726   99,726   99,726   99,726        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.7      0.0    100.0     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       22       20       22       21                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       65,882
COMMITMENTS
   1,428        0    1,915   62,539   63,967   65,882   65,882        0        0

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      3,130)
       0        0        0    3,130    3,130    3,130    3,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      2.9     94.9     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       15       18       17       19                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,289,552
COMMITMENTS
  29,614        0   70,560  1189378  1218992  1289552  1289552        0        0

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:     34,152)
       0        0        0   34,152   34,152   34,152   34,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      5.5     92.2     94.5    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 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,135
COMMITMENTS
     359       62       13   17,621   17,925   17,993   18,000      142      135

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      3,469)
      36        0      -12    3,485    3,481    3,509    3,469      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.3      0.1     97.2     98.8     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        1       23       26       24       28                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       81,386
COMMITMENTS
   1,428    8,415    1,491   77,478   71,019   80,397   80,925      989      461

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      8,351)
      39       90      331    8,126    8,005    8,496    8,426     -145      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     10.3      1.8     95.2     87.3     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       5        7        8       56       52       66       64                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,611
COMMITMENTS
       0      526        0   21,016   20,861   21,016   21,387      595      224

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        365)
       0        0        0      365      365      365      365        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      0.0     97.2     96.5     97.2     99.0      2.8      1.0

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 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,398
COMMITMENTS
   2,918    7,029      146   29,955   25,556   33,019   32,731      379      667

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      3,622)
      16       20       63    3,665    3,276    3,744    3,359     -122      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     21.0      0.4     89.7     76.5     98.9     98.0      1.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        5        3       31       31       39       38                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,476
COMMITMENTS
     405      872      890    8,089    7,315    9,384    9,077       92      399

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        331)
     120      -25       96      115      260      331      331        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      9.2      9.4     85.4     77.2     99.0     95.8      1.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        4       24       21       30       25                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,677
COMMITMENTS
       0      859      138    9,494    9,521    9,632   10,518    1,045      159

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        741)
       0        0        0      614      723      614      723      127       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.0      1.3     88.9     89.2     90.2     98.5      9.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       22       22       24       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,606,217
COMMITMENTS
 489,204  229,775  503,809  548,373  798,144  1541386  1531728   64,831   74,489

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:    -96,732)
   3,385  -16,658  -52,054  -39,691  -28,878  -88,360  -97,590   -8,372      858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     14.3     31.4     34.1     49.7     96.0     95.4      4.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     111      111      142       93      107      290      290                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      137,498
COMMITMENTS
  71,170    8,466    2,617   46,885   73,735  120,672   84,818   16,826   52,680

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        386)
     308        9     -111      162      722      359      620       27     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8      6.2      1.9     34.1     53.6     87.8     61.7     12.2     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        4        3       15       18       22       23                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      155,099
COMMITMENTS
  16,817   75,089   61,041   71,810   13,220  149,668  149,350    5,431    5,749

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:     -4,867)
   4,000   -2,406      371   -6,650     -635   -2,279   -2,670   -2,588   -2,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     48.4     39.4     46.3      8.5     96.5     96.3      3.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16       10       23       19       17       44       42                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,926
COMMITMENTS
     360        0        0   12,471   12,896   12,831   12,896       95       30

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:     -2,183)
       0        0        0   -2,158   -2,168   -2,158   -2,168      -25      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.0     96.5     99.8     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       18       14       19       14                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,147
COMMITMENTS
  18,492   12,097      445    6,908   12,598   25,845   25,140    1,302    2,007

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:       -546)
    -250   -1,535      -39     -242      757     -531     -817      -15      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.1     44.6      1.6     25.4     46.4     95.2     92.6      4.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      44       58        5       24       30       71       90                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       79,193
COMMITMENTS
  54,537   31,695    2,632   15,605   40,240   72,774   74,567    6,419    4,626

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:      5,409)
   3,704    3,894     -187      558    1,142    4,075    4,849    1,334      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9     40.0      3.3     19.7     50.8     91.9     94.2      8.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
     111       80       22       31       39      156      133                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      386,762
COMMITMENTS
 116,177   51,417   68,876  183,565  246,180  368,618  366,473   18,144   20,289

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:     17,665)
   3,889    3,995    5,752    7,412    9,118   17,053   18,865      612   -1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     13.3     17.8     47.5     63.7     95.3     94.8      4.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      77       51       70       86       97      200      189                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,877
COMMITMENTS
   4,399      501      933    6,088    9,435   11,420   10,869    2,457    3,008

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:         10)
     143     -185     -170       68      464       41      109      -31      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      3.6      6.7     43.9     68.0     82.3     78.3     17.7     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        1        4       12       10       19       14                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,620
COMMITMENTS
       0    2,645        0   17,700   13,965   17,700   16,610      920    2,010

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        595)
       0        0        0      555      255      555      255       40      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.2      0.0     95.1     75.0     95.1     89.2      4.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       13       19       13       21                  
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        7,907
COMMITMENTS
       0      458      570    6,236    5,244    6,806    6,272    1,101    1,635

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      7.2     78.9     66.3     86.1     79.3     13.9     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       16       12       18       15                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,337
COMMITMENTS
   3,302    1,749    3,835    9,444   12,216   16,581   17,800    2,756    1,537

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        -58)
     150        0        0     -225      150      -75      150       17     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      9.0     19.8     48.8     63.2     85.7     92.1     14.3      7.9

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 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,103
COMMITMENTS
     507      194      495    3,510    4,464    4,512    5,153    2,591    1,950

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        306)
     -32     -180       27      195      444      190      291      116       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      2.7      7.0     49.4     62.8     63.5     72.5     36.5     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        4       11       13       16       17                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       21,843
COMMITMENTS
  11,777   17,477      665    9,334    3,701   21,776   21,843       67        0

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        615)
    -300     -100      565      350      150      615      615        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9     80.0      3.0     42.7     16.9     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        7        2       11        8       21       16                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       18,365
COMMITMENTS
   7,789    7,372    6,083    3,751    4,390   17,623   17,845      742      520

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:       -158)
    -210     -110     -156       88      162     -278     -104      120      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     40.1     33.1     20.4     23.9     96.0     97.2      4.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19       22       27        5        9       38       45                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,987
COMMITMENTS
   3,568        0        0   32,239   35,977   35,807   35,977      180       10

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        530)
    -165        0        0      580      520      415      520      115       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.0      0.0     89.6    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        0        0       24       22       30       22                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,059
COMMITMENTS
   2,540    2,746      184    6,323    6,129    9,047    9,059       12        0

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        -40)
       0        0      -40        0        0      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     30.3      2.0     69.8     67.7     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 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,517
COMMITMENTS
   1,679    5,210      323   12,548    9,888   14,550   15,421      967       96

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:       -340)
     158      217     -600      307       43     -135     -340     -205        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     33.6      2.1     80.9     63.7     93.8     99.4      6.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        6        4       22       18       29       26                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,934
COMMITMENTS
   1,708    2,312      538   10,093    9,826   12,339   12,676      595      258

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        179)
       0       45       18      147       65      165      128       14       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     17.9      4.2     78.0     76.0     95.4     98.0      4.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        8        7       18       23       30       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,190
COMMITMENTS
     871      480      290      884    1,170    2,045    1,940      145      250

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:         60)
     -50       20       20       30       30        0       70       60      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     21.9     13.2     40.4     53.4     93.4     88.6      6.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        9        5       13       12       21       23                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,832
COMMITMENTS
   1,632    1,732      152    7,604    7,908    9,388    9,792      444       40

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     17.6      1.5     77.3     80.4     95.5     99.6      4.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        4       11       10       15       16                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,484
COMMITMENTS
   4,406    2,378    3,254   19,792   20,954   27,452   26,586    5,032    5,898

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:        630)
       0     -417      448      165    1,007      613    1,038       17     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      7.3     10.0     60.9     64.5     84.5     81.8     15.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        5       17       19       23       24                  



Updated September 25, 2015