GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,184
COMMITMENTS
  22,349    4,213    1,691   34,639   52,994   58,679   58,898      505      286

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,205)
    -275       45       35    1,445    1,125    1,205    1,205        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8      7.1      2.9     58.5     89.5     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        8        6       39       39       46       50                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,896
COMMITMENTS
     450        0      600    5,846    6,296    6,896    6,896        0        0

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,545)
       0        0      600      945      945    1,545    1,545        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      8.7     84.8     91.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       20       18       21       19                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,123
COMMITMENTS
     690      466      545    6,885    7,426    8,120    8,437    1,003      686

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        415)
     142       -6      129      103      337      374      460       41      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      5.1      6.0     75.5     81.4     89.0     92.5     11.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        4        6       32       31       40       38                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,731
COMMITMENTS
     131      104      313    1,039      914    1,483    1,331      248      400

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:         25)
      14       59      -29       10      -25       -5        5       30       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      6.0     18.1     60.0     52.8     85.7     76.9     14.3     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        6       15       16       22       22                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,685
COMMITMENTS
     608      153      411    4,038    4,581    5,057    5,145      628      540

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        -16)
    -166      -39       51       27     -169      -88     -157       72      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      2.7      7.2     71.0     80.6     89.0     90.5     11.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        6       29       30       36       38                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,025
COMMITMENTS
   1,526    2,445      487    5,691    4,728    7,704    7,660      321      365

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        495)
     300      146        7      188      292      495      445        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     30.5      6.1     70.9     58.9     96.0     95.5      4.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9        5        5       28       25       39       33                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,282
COMMITMENTS
      30      627       70    1,037      429    1,137    1,126      145      156

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        160)
       0       90       30      130       30      160      150        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     48.9      5.5     80.9     33.5     88.7     87.8     11.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        7        2       14        9       17       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,752
COMMITMENTS
     340   10,746    1,076   27,288   16,690   28,704   28,512       48      240

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        -12)
     115       30        0      -97      -27       18        3      -30      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     37.4      3.7     94.9     58.0     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       26       21       30       23                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,594
COMMITMENTS
     933    1,639      309    2,840    2,260    4,082    4,208      512      386

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        518)
     324      200       27      316      239      667      466     -149       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     35.7      6.7     61.8     49.2     88.9     91.6     11.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        6        4       16       17       27       24                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      374,351
COMMITMENTS
  56,635   73,893   58,737  218,454  197,774  333,826  330,404   40,525   43,947

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      4,388)
     948    7,178    3,349      286   -7,514    4,583    3,013     -195    1,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     19.7     15.7     58.4     52.8     89.2     88.3     10.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      35       59       51       83       81      153      158                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,475
COMMITMENTS
     750      850      225   33,525   39,449   34,500   40,524   11,975    5,951

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        979)
    -300      100     -100    1,329       80      929       80       50      899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.8      0.5     72.1     84.9     74.2     87.2     25.8     12.8

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 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,004,080
COMMITMENTS
 250,242  467,988  289,306  396,986  203,790  936,534  961,084   67,546   42,996

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      5,335)
  -6,103     -243     -538   12,159    6,003    5,518    5,222     -183      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     46.6     28.8     39.5     20.3     93.3     95.7      6.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      98      145      138       65       52      242      267                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      341,880
COMMITMENTS
 108,377  135,082   51,726  176,247  151,073  336,350  337,881    5,530    3,999

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,834)
    -780    2,706   -1,163    3,763      428    1,820    1,971       14     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     39.5     15.1     51.6     44.2     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      19       14       27       36       34       69       63                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      107,866
COMMITMENTS
  11,245   14,408   22,996   65,639   63,821   99,880  101,225    7,986    6,641

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      8,421)
   3,306    1,129    2,792    2,274    3,608    8,372    7,529       49      892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     13.4     21.3     60.9     59.2     92.6     93.8      7.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       15       22       19       21       42       48                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,566,629
COMMITMENTS
 601,274   60,639  123,358  802,132  1356021  1526764  1540018   39,865   26,611

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     17,734)
   6,602   -1,052    4,196    7,999   16,503   18,797   19,647   -1,063   -1,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4      3.9      7.9     51.2     86.6     97.5     98.3      2.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      26       13       26       56       57       92       87                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      396,729
COMMITMENTS
  30,207   58,165   54,957  309,313  281,762  394,477  394,884    2,252    1,845

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      3,859)
   4,065   -1,346    1,543   -2,121    3,642    3,487    3,839      372       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     14.7     13.9     78.0     71.0     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      19       16       27       42       33       73       64                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      147,149
COMMITMENTS
  71,002   53,237   25,104   50,110   67,815  146,216  146,156      933      993

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      3,771)
   2,128    2,849    1,024      574     -129    3,726    3,744       45       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.3     36.2     17.1     34.1     46.1     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18       18       25       21       21       54       49                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       39,440
COMMITMENTS
  22,313   10,813    5,172   11,332   23,100   38,817   39,085      623      355

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,785)
     660   -1,265      700      182    2,350    1,542    1,785      243        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6     27.4     13.1     28.7     58.6     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       13       17       17       13       37       34                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       39,346
COMMITMENTS
   4,309      895    3,740   30,866   34,291   38,915   38,926      431      420

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      2,360)
     113     -134       41    2,207    2,344    2,361    2,251       -1      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      2.3      9.5     78.4     87.2     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      15       10       11       46       59       66       75                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,460
COMMITMENTS
     379      583      928    2,327    2,666    3,634    4,177      826      283

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        242)
     -20      -76       86      131      262      197      272       45      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     13.1     20.8     52.2     59.8     81.5     93.7     18.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        5        3       22       23       27       28                  
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| 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 11/10/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      163,912
COMMITMENTS
  10,820    1,385    2,570  150,267  159,957  163,657  163,912      255        0

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,475)
       0        0        0    1,475    1,475    1,475    1,475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.8      1.6     91.7     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 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,057,232
COMMITMENTS
  46,800        0        0  3010432  3057232  3057232  3057232        0        0

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:    -19,190)
       0        0        0  -19,190  -19,190  -19,190  -19,190        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 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       72,943
COMMITMENTS
     441        0        0   72,502   72,943   72,943   72,943        0        0

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,530)
       0        0        0    1,530    1,530    1,530    1,530        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 N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,272,222
COMMITMENTS
       0   70,200        0  1272222  1202022  1272222  1272222        0        0

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.5      0.0    100.0     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       16       14       17                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,653,516
COMMITMENTS
   5,021        0        0  1648495  1653516  1653516  1653516        0        0

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     39,960)
       0        0        0   39,960   39,960   39,960   39,960        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:       25)
       1        0        0       19       12       20       12                  
 
 
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE            Code-064A84
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| 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 11/10/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       39,360
COMMITMENTS
       0        0        0   38,976   38,976   38,976   38,976      384      384

CHANGES FROM 11/10/15 (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 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,150
COMMITMENTS
     395        0       62   23,561   23,632   24,018   23,694      132      456

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,468)
      99        0       62    1,295    1,406    1,456    1,468       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.3     97.6     97.9     99.5     98.1      0.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        1       26       25       28       26                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       87,805
COMMITMENTS
   1,552    8,618    1,369   83,896   77,475   86,817   87,462      988      343

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,081)
      45      482       25    1,021      574    1,091    1,081      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      9.8      1.6     95.5     88.2     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       6        7        6       55       55       65       65                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,879
COMMITMENTS
       0      480        0   22,014   22,244   22,014   22,724      865      155

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        345)
       0        0        0      345      345      345      345        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:       21)
       0        1        0       17       18       17       19                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,575
COMMITMENTS
   2,381    6,094      223   29,530   25,667   32,134   31,984      441      591

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:       -800)
       6      -30       30     -828     -822     -792     -822       -8       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     18.7      0.7     90.7     78.8     98.6     98.2      1.4      1.8

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 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,439
COMMITMENTS
     300    1,176      226    7,535    6,731    8,061    8,133      378      306

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        250)
       0      562     -263      513      -49      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     13.9      2.7     89.3     79.8     95.5     96.4      4.5      3.6

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 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,603
COMMITMENTS
       0    1,169       64   11,559   11,099   11,623   12,332      980      271

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        306)
       0       -1       -5      269      216      264      210       42       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.3      0.5     91.7     88.1     92.2     97.8      7.8      2.2

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 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,662,829
COMMITMENTS
 494,099  265,544  511,653  570,121  806,942  1575873  1584139   86,956   78,690

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     -8,761)
  -4,846    4,921   13,826  -23,145  -32,396  -14,165  -13,649    5,404    4,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     16.0     30.8     34.3     48.5     94.8     95.3      5.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     128      120      151       94      101      305      307                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      131,164
COMMITMENTS
  73,440   10,805    3,444   39,240   62,143  116,124   76,392   15,040   54,772

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,363)
     556     -270      114      399    1,077    1,069      921      294      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0      8.2      2.6     29.9     47.4     88.5     58.2     11.5     41.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        5        5       13       16       22       22                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      157,504
COMMITMENTS
  16,743   58,741   80,647   54,354   12,858  151,744  152,246    5,760    5,258

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     -6,426)
  -3,998   -7,408    7,831   -9,646   -5,643   -5,813   -5,220     -613   -1,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     37.3     51.2     34.5      8.2     96.3     96.7      3.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      16        8       23       13       12       39       36                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,216
COMMITMENTS
     630        0        0   15,486   16,201   16,116   16,201      100       15

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,170)
       0        0        0    1,140    1,170    1,140    1,170       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      0.0     95.5     99.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       18       21       18                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,520
COMMITMENTS
  17,536    9,139      731    7,745   16,035   26,012   25,905    1,508    1,615

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:         -6)
  -1,874      806      151    1,636   -1,133      -87     -176       81      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.7     33.2      2.7     28.1     58.3     94.5     94.1      5.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      61       56       13       30       31       97       96                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       74,144
COMMITMENTS
  51,143   28,387    1,998   13,327   39,550   66,468   69,935    7,676    4,209

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      3,029)
   1,157    8,279      385      264   -6,123    1,806    2,541    1,223      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.0     38.3      2.7     18.0     53.3     89.6     94.3     10.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
     117       80       23       29       35      158      127                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      365,460
COMMITMENTS
 110,240   61,520   69,608  164,467  213,956  344,315  345,084   21,145   20,376

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      8,364)
   1,237   10,984    2,900    3,135   -6,897    7,272    6,987    1,092    1,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     16.8     19.0     45.0     58.5     94.2     94.4      5.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      75       60       71       89       95      198      194                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,190
COMMITMENTS
   2,348      121    1,627    5,003    7,702    8,978    9,450    3,212    2,740

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,013)
    -754      121      236    1,153      476      635      833      378      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3      1.0     13.3     41.0     63.2     73.7     77.5     26.3     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        4       10       12       16       16                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,275
COMMITMENTS
       0    2,593      120   17,830   13,932   17,950   16,645      325    1,630

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        880)
       0     -280        0      795    1,260      795      980       85     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.2      0.7     97.6     76.2     98.2     91.1      1.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        1       15       21       16       24                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,683
COMMITMENTS
     945    4,832    2,987   12,919    9,990   16,851   17,809    2,832    1,874

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        975)
    -172      784       22      925      174      775      980      200       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     24.5     15.2     65.6     50.8     85.6     90.5     14.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        4        6       18       19       25       25                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       24,600
COMMITMENTS
  12,088   18,818    1,557   10,895    4,225   24,540   24,600       60        0

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,465)
     250    1,965        0    1,215     -500    1,465    1,465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     76.5      6.3     44.3     17.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        5        3       11        7       19       14                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       17,724
COMMITMENTS
   6,410    6,927    7,119    3,683    3,206   17,212   17,252      512      472

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      1,399)
     689    1,496        4      739      -86    1,432    1,414      -33      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     39.1     40.2     20.8     18.1     97.1     97.3      2.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19       20       26        8        9       40       43                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,579
COMMITMENTS
   2,242        0      120   28,897   31,459   31,259   31,579      320        0

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0      -60      -60      -60      -60        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 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,670
COMMITMENTS
   2,005    8,015      337   13,508    7,938   15,850   16,290      820      380

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        294)
      84      277        0      162       17      246      294       48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     48.1      2.0     81.0     47.6     95.1     97.7      4.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        8        4       24       14       33       24                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,862
COMMITMENTS
     455    1,807      439    9,332    8,183   10,226   10,429      636      433

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:       -552)
    -489      -18        0      -30      -44     -519      -62      -33     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     16.6      4.0     85.9     75.3     94.1     96.0      5.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        4        4       22       20       29       27                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,345
COMMITMENTS
     440      275      240      455      620    1,135    1,135      210      210

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:         40)
     -60       10       10       70        0       20       20       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     20.4     17.8     33.8     46.1     84.4     84.4     15.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        6        2        7       12       12       19                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| 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 11/10/15 (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 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,253
COMMITMENTS
   4,772      571    4,100   17,356   19,037   26,228   23,708    5,025    7,545

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        884)
       0      111      275      651      294      926      680      -42      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      1.8     13.1     55.5     60.9     83.9     75.9     16.1     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        4       17       16       22       20                  



Updated November 20, 2015