GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,979
COMMITMENTS
  22,624    4,168    1,656   33,194   51,869   57,474   57,693      505      286

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:       -431)
     168      401        0     -584     -862     -416     -461      -15       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0      7.2      2.9     57.3     89.5     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        7        5       38       40       45       50                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,351
COMMITMENTS
     450        0        0    4,901    5,351    5,351    5,351        0        0

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        222)
       0        0        0      222      222      222      222        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.0      0.0     91.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       18       20       18                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,708
COMMITMENTS
     548      472      416    6,782    7,089    7,746    7,977      962      731

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        385)
      54       99       26      108      213      188      338      197       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      5.4      4.8     77.9     81.4     89.0     91.6     11.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        5        4       32       31       37       37                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,706
COMMITMENTS
     117       45      342    1,029      939    1,488    1,326      218      380

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        142)
      20        1       30      130      135      180      166      -38      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      2.6     20.0     60.3     55.0     87.2     77.7     12.8     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        6       15       17       22       23                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,701
COMMITMENTS
     774      192      360    4,011    4,750    5,145    5,302      556      399

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        515)
      -2      -20       72      511      594      581      646      -66     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      3.4      6.3     70.4     83.3     90.2     93.0      9.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        6       30       31       36       39                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,530
COMMITMENTS
   1,226    2,299      480    5,503    4,436    7,209    7,215      321      315

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      1,246)
     317      212      111      848    1,077    1,276    1,400      -30     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     30.5      6.4     73.1     58.9     95.7     95.8      4.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8        5        5       28       25       38       33                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,122
COMMITMENTS
      30      537       40      907      399      977      976      145      146

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        223)
       0      167        0      243      121      243      288      -20      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     47.9      3.6     80.8     35.6     87.1     87.0     12.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        6        1       13        8       15       15                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,764
COMMITMENTS
     225   10,716    1,076   27,385   16,717   28,686   28,509       78      255

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        379)
       0      485        0      379     -121      379      364        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     37.3      3.7     95.2     58.1     99.7     99.1      0.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       26       21       29       23                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,076
COMMITMENTS
     609    1,439      282    2,524    2,021    3,415    3,742      661      334

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        317)
      60      182       12      181      133      253      327       64      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     35.3      6.9     61.9     49.6     83.8     91.8     16.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        6        4       17       17       26       24                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      369,963
COMMITMENTS
  55,687   66,715   55,388  218,168  205,288  329,243  327,391   40,720   42,572

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     14,050)
     371   -3,312   -1,143   19,568   14,430   18,796    9,975   -4,746    4,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     18.0     15.0     59.0     55.5     89.0     88.5     11.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      34       54       50       83       80      151      152                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,496
COMMITMENTS
   1,050      750      325   32,196   39,369   33,571   40,444   11,925    5,052

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      1,337)
     -25     -100      100    1,516    3,107    1,591    3,107     -254   -1,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.6      0.7     70.8     86.5     73.8     88.9     26.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        2       22       27       24       31                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      998,745
COMMITMENTS
 256,345  468,231  289,844  384,827  197,787  931,016  955,862   67,729   42,883

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:    -47,535)
 -16,745  -22,511   -2,840  -27,968  -20,943  -47,553  -46,294       18   -1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     46.9     29.0     38.5     19.8     93.2     95.7      6.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     100      147      143       66       53      249      277                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      340,046
COMMITMENTS
 109,157  132,376   52,889  172,484  150,645  334,530  335,910    5,516    4,136

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -3,826)
  -8,775   -6,384     -287    4,934    2,572   -4,128   -4,099      302      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     38.9     15.6     50.7     44.3     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20       13       26       34       34       67       62                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       99,445
COMMITMENTS
   7,939   13,279   20,204   63,365   60,213   91,508   93,696    7,937    5,749

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      8,107)
  -1,721    2,507    5,924    3,282    1,112    7,485    9,543      622   -1,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     13.4     20.3     63.7     60.5     92.0     94.2      8.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11       16       22       20       22       43       48                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,548,895
COMMITMENTS
 594,672   61,691  119,162  794,133  1339518  1507967  1520371   40,928   28,524

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -1,469)
  -2,207    5,544   -8,761    7,470      907   -3,498   -2,310    2,029      841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4      4.0      7.7     51.3     86.5     97.4     98.2      2.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      26       13       26       55       56       91       86                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      392,870
COMMITMENTS
  26,142   59,511   53,414  311,434  278,120  390,990  391,045    1,880    1,825

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      4,190)
   2,601      828    1,337      132    1,774    4,070    3,939      120      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     15.1     13.6     79.3     70.8     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      18       18       27       42       33       73       65                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      143,378
COMMITMENTS
  68,874   50,388   24,080   49,536   67,944  142,490  142,412      888      966

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:       -757)
   4,108      605   -2,925   -2,054    1,468     -871     -852      114       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     35.1     16.8     34.5     47.4     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18       18       25       21       21       53       50                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       37,655
COMMITMENTS
  21,653   12,078    4,472   11,150   20,750   37,275   37,300      380      355

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        -45)
     145    1,455     -585      395     -915      -45      -45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5     32.1     11.9     29.6     55.1     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11       13       16       18       13       37       34                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       36,986
COMMITMENTS
   4,196    1,029    3,699   28,659   31,947   36,554   36,675      432      311

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      1,229)
     226       88     -545    1,604    1,758    1,285    1,301      -56      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      2.8     10.0     77.5     86.4     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      16       10       11       46       59       68       75                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,218
COMMITMENTS
     399      659      842    2,196    2,404    3,437    3,905      781      313

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        691)
     -20       51      380      232      250      592      681       99       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     15.6     20.0     52.1     57.0     81.5     92.6     18.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        3       23       22       28       27                  
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      449,540
COMMITMENTS
     784        0        0  448,756  449,540  449,540  449,540        0        0

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     48,472)
       0        0        0   48,472   48,472   48,472   48,472        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       12       14       12                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      162,437
COMMITMENTS
  10,820    1,385    2,570  148,792  158,482  162,182  162,437      255        0

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      6,390)
       0        0        0    6,390    6,390    6,390    6,390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.9      1.6     91.6     97.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       27       20       28       22                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,076,422
COMMITMENTS
  46,800        0        0  3029622  3076422  3076422  3076422        0        0

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      7,840)
       0        0        0    7,840    7,840    7,840    7,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     98.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       24       20       25       20                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       71,413
COMMITMENTS
     441        0        0   70,972   71,413   71,413   71,413        0        0

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      110      110      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     99.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       15       18       16       18                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,613,556
COMMITMENTS
   5,021        0        0  1608535  1613556  1613556  1613556        0        0

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     39,200)
       0        0        0   39,200   39,200   39,200   39,200        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       18       12       19       12                  
 
 
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE            Code-064A84
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      243,486
COMMITMENTS
       0        0        0  243,486  243,486  243,486  243,486        0        0

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      3,920)
       0        0        0    3,920    3,920    3,920    3,920        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       10       14       10                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       57,400
COMMITMENTS
       0        0        0   56,840   56,840   56,840   56,840      560      560

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:    -18,040)
       0        0        0  -17,864  -17,864  -17,864  -17,864     -176     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.0     99.0     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       10       11       10                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,682
COMMITMENTS
     296        0        0   22,266   22,226   22,562   22,226      120      456

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        113)
     -60        0        0      173       98      113       98        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     98.2     98.0     99.5     98.0      0.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       26       26       27       26                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       86,724
COMMITMENTS
   1,507    8,136    1,344   82,875   76,901   85,726   86,381      998      343

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -7,413)
    -108     -583       11   -7,232   -6,765   -7,329   -7,337      -84      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      9.4      1.5     95.6     88.7     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       8        3        6       55       55       65       63                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,534
COMMITMENTS
       0      480        0   21,669   21,899   21,669   22,379      865      155

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0     96.2     97.2     96.2     99.3      3.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       17       16       18                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,375
COMMITMENTS
   2,375    6,124      193   30,358   26,489   32,926   32,806      449      569

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:       -892)
     -30       20       -6     -876     -891     -912     -877       20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     18.3      0.6     91.0     79.4     98.7     98.3      1.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        3       31       32       36       39                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,189
COMMITMENTS
     300      614      489    7,022    6,780    7,811    7,883      378      306

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        663)
       0       50       50      343      563      393      663      270        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      7.5      6.0     85.7     82.8     95.4     96.3      4.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        4        3       24       21       29       25                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,297
COMMITMENTS
       0    1,170       69   11,290   10,883   11,359   12,122      938      175

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        156)
       0        8       18      150      123      168      149      -12        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.5      0.6     91.8     88.5     92.4     98.6      7.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       20       19       22       22                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,671,590
COMMITMENTS
 498,945  260,623  497,827  593,266  839,338  1590038  1597788   81,552   73,802

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -5,307)
   5,561   13,430  -20,229    4,786    6,486   -9,882     -313    4,575   -4,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     15.6     29.8     35.5     50.2     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     126      117      159       96      108      314      311                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      129,801
COMMITMENTS
  72,884   11,075    3,330   38,841   61,066  115,055   75,471   14,746   54,330

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        828)
     280     -350      -16      421      955      685      589      143      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2      8.5      2.6     29.9     47.0     88.6     58.1     11.4     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        5        5       12       16       21       22                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      163,930
COMMITMENTS
  20,741   66,149   72,816   64,000   18,501  157,557  157,466    6,373    6,464

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -4,078)
     242   -9,578      973   -4,711    5,149   -3,496   -3,456     -582     -622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     40.4     44.4     39.0     11.3     96.1     96.1      3.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16       10       24       15       13       41       39                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,046
COMMITMENTS
     630        0        0   14,346   15,031   14,976   15,031       70       15

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      229      315      229      315      -49     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      0.0     95.3     99.9     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       19       16       20       16                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,526
COMMITMENTS
  19,410    8,333      580    6,109   17,168   26,099   26,081    1,427    1,445

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        700)
    -187    1,550      100      792     -906      705      744       -5      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5     30.3      2.1     22.2     62.4     94.8     94.8      5.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      51       58       14       26       32       87       96                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       71,115
COMMITMENTS
  49,986   20,108    1,613   13,063   45,673   64,662   67,394    6,453    3,721

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      1,062)
  -1,316    4,069      226    1,418   -2,942      328    1,353      734     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.3     28.3      2.3     18.4     64.2     90.9     94.8      9.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
     105       69       19       29       39      145      117                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      357,096
COMMITMENTS
 109,003   50,536   66,708  161,332  220,853  337,043  338,097   20,053   18,999

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     14,659)
  -1,853   -4,154    4,934   11,713   13,014   14,794   13,794     -135      865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     14.2     18.7     45.2     61.8     94.4     94.7      5.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      73       55       76       85       92      202      185                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,177
COMMITMENTS
   3,102        0    1,391    3,850    7,226    8,343    8,617    2,834    2,560

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      0.0     12.4     34.4     64.7     74.6     77.1     25.4     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        0        4        7       10       14       14                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,395
COMMITMENTS
       0    2,873      120   17,035   12,672   17,155   15,665      240    1,730

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      2,110)
       0      488        0    2,010    1,342    2,010    1,830      100      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.5      0.7     97.9     72.8     98.6     90.1      1.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        4        1       14       19       15       23                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,708
COMMITMENTS
   1,117    4,048    2,965   11,994    9,816   16,076   16,829    2,632    1,879

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      1,770)
    -495      373      774      959    1,009    1,238    2,156      532     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     21.6     15.8     64.1     52.5     85.9     90.0     14.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        3        6       17       19       24       25                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       23,135
COMMITMENTS
  11,838   16,853    1,557    9,680    4,725   23,075   23,135       60        0

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        271)
      10      115      106      175      100      291      321      -20      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.2     72.8      6.7     41.8     20.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        5        3       11        8       19       15                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       16,325
COMMITMENTS
   5,721    5,431    7,115    2,944    3,292   15,780   15,838      545      487

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        -76)
      85     -737      -47     -139      729     -101      -55       25      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     33.3     43.6     18.0     20.2     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19       21       26        8        9       40       44                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,639
COMMITMENTS
   2,242        0      120   28,957   31,519   31,319   31,639      320        0

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:       -641)
      30        0        0     -671     -641     -641     -641        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.0      0.4     91.5     99.6     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        1       24       21       27       22                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,376
COMMITMENTS
   1,921    7,738      337   13,346    7,921   15,604   15,996      772      380

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      1,628)
      32    1,583       83    1,664     -337    1,779    1,329     -151      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     47.3      2.1     81.5     48.4     95.3     97.7      4.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        8        4       24       13       33       23                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,414
COMMITMENTS
     944    1,825      439    9,362    8,227   10,745   10,491      669      923

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        556)
       0      -45        0      627      106      627       61      -71      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     16.0      3.8     82.0     72.1     94.1     91.9      5.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        4        4       22       20       30       27                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,305
COMMITMENTS
     500      265      230      385      620    1,115    1,115      190      190

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:         80)
      90      -30        0       40      110      130       80      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     20.3     17.6     29.5     47.5     85.4     85.4     14.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        6        2        6       12       11       20                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,117
COMMITMENTS
   1,692    1,746       60    6,963    7,285    8,715    9,091      402       26

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     19.2      0.7     76.4     79.9     95.6     99.7      4.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        3       11       10       14       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,369
COMMITMENTS
   4,772      460    3,825   16,705   18,743   25,302   23,028    5,067    7,341

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      1,215)
     378      158     -158    1,277    1,157    1,497    1,157     -282       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      1.5     12.6     55.0     61.7     83.3     75.8     16.7     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        4       16       16       21       20                  



Updated November 13, 2015