GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,604
COMMITMENTS
  23,232    5,057    1,988   38,879   57,293   64,099   64,338      505      266

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        750)
     272      254       17      461      479      750      750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0      7.8      3.1     60.2     88.7     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        8        6       39       41       46       52                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,346
COMMITMENTS
     450        0      600    6,296    6,746    7,346    7,346        0        0

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        -27)
       0        0        0      -27      -27      -27      -27        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.0      8.2     85.7     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       22       18       23       19                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,565
COMMITMENTS
     872      513      585    7,313    7,869    8,770    8,967      795      598

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        367)
      49       55       27      350      370      426      452      -59      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      5.4      6.1     76.5     82.3     91.7     93.7      8.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        4        6       35       34       44       41                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,979
COMMITMENTS
     121      176      364    1,199    1,028    1,684    1,568      295      411

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:         93)
       0       32       26       40      -46       66       12       27       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      8.9     18.4     60.6     51.9     85.1     79.2     14.9     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        6       16       17       23       23                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,910
COMMITMENTS
     578      444      468    5,294    5,551    6,340    6,463      570      447

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        393)
     -42       71       21      440      328      419      420      -26      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      6.4      6.8     76.6     80.3     91.8     93.5      8.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        4        8       35       35       44       46                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,660
COMMITMENTS
   1,493    2,315      532    6,351    5,381    8,376    8,228      284      432

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        310)
      22       25      -10      317      331      329      346      -19      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     26.7      6.1     73.3     62.1     96.7     95.0      3.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9        5        5       33       25       44       33                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,424
COMMITMENTS
      60      617      100    1,119      535    1,279    1,252      145      172

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        112)
       0       10       30       82       52      112       92        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     43.3      7.0     78.6     37.6     89.8     87.9     10.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        7        3       16       10       20       18                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,332
COMMITMENTS
     340   10,806    1,096   27,848   17,190   29,284   29,092       48      240

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:         50)
       0       35       15       35        0       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     36.8      3.7     94.9     58.6     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       26       22       30       25                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,945
COMMITMENTS
     888    1,842      332    3,118    2,377    4,338    4,551      607      394

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        225)
      75      130      -17      112       82      170      195       55       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     37.2      6.7     63.1     48.1     87.7     92.0     12.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        7        5       17       19       28       27                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      345,784
COMMITMENTS
  58,434   76,870   54,835  191,938  171,417  305,207  303,122   40,577   42,662

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:    -17,206)
   3,522   -2,735   -4,361  -14,587  -10,910  -15,426  -18,006   -1,780      800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     22.2     15.9     55.5     49.6     88.3     87.7     11.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      38       55       50       80       85      150      162                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       49,057
COMMITMENTS
     750      625      200   35,538   43,005   36,488   43,830   12,569    5,227

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      1,512)
       0       25      -25      950    2,309      925    2,309      587     -797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.3      0.4     72.4     87.7     74.4     89.3     25.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       24       28       26       31                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,005,820
COMMITMENTS
 238,720  454,053  301,794  394,017  206,638  934,531  962,485   71,289   43,335

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     15,723)
  -2,317      273   10,223    6,525    5,247   14,431   15,743    1,292      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     45.1     30.0     39.2     20.5     92.9     95.7      7.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      89      137      126       63       49      230      250                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      316,990
COMMITMENTS
  85,256  115,322   52,841  174,500  144,463  312,597  312,626    4,393    4,364

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:    -21,855)
  -8,290  -14,221     -393  -11,300   -7,833  -19,983  -22,447   -1,872      592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     36.4     16.7     55.0     45.6     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      18       13       26       35       34       67       61                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       93,274
COMMITMENTS
   8,295   17,338   14,544   60,228   55,356   83,067   87,238   10,207    6,036

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:    -23,462)
  -6,386   -2,073   -9,787  -11,023  -12,107  -27,196  -23,967    3,734      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     18.6     15.6     64.6     59.3     89.1     93.5     10.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       16       18       18       18       37       42                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,483,771
COMMITMENTS
 548,937   62,360  110,743  777,734  1277419  1437414  1450522   46,357   33,249

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:    -87,877)
 -60,584    5,153   -9,605  -23,684  -86,187  -93,873  -90,639    5,996    2,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      4.2      7.5     52.4     86.1     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      18       15       27       54       51       84       82                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      350,368
COMMITMENTS
  23,861   44,963   44,291  280,829  259,036  348,981  348,290    1,387    2,078

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:    -44,715)
  -6,187  -15,136   -9,132  -28,390  -20,156  -43,709  -44,424   -1,006     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     12.8     12.6     80.2     73.9     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      14       17       23       38       30       66       56                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      144,220
COMMITMENTS
  76,943   59,596   18,380   47,979   65,592  143,302  143,568      918      652

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -4,502)
   5,417    4,924   -6,715   -3,044   -2,481   -4,342   -4,272     -160     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.4     41.3     12.7     33.3     45.5     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17       21       27       22       18       56       49                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       39,796
COMMITMENTS
  23,341    8,391    4,944   10,778   26,096   39,063   39,431      733      365

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -2,365)
    -577   -1,142     -859     -849     -334   -2,285   -2,335      -80      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7     21.1     12.4     27.1     65.6     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      14       10       14       14       14       34       32                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       34,577
COMMITMENTS
   3,870    1,966    2,765   27,634   29,480   34,269   34,211      308      366

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -6,077)
    -742    1,106   -1,099   -4,152   -6,030   -5,993   -6,023      -84      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      5.7      8.0     79.9     85.3     99.1     98.9      0.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      13       11       11       45       57       65       73                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,723
COMMITMENTS
     554      767      415    1,845    2,188    2,814    3,370      909      353

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -1,186)
     165      212     -537     -859     -975   -1,231   -1,300       45      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     20.6     11.1     49.6     58.8     75.6     90.5     24.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        3       20       19       24       24                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      171,291
COMMITMENTS
  17,945    1,275    2,445  150,646  167,571  171,036  171,291      255        0

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      6,994)
   7,125     -110     -125       -6    7,229    6,994    6,994        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.7      1.4     87.9     97.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       20       17       21       19                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,064,157
COMMITMENTS
 187,200        0        0  2876957  3064157  3064157  3064157        0        0

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        328)
 140,400        0        0 -140,072      328      328      328        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.0      0.0     93.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       20       16       21       16                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       73,885
COMMITMENTS
     419        0        0   73,466   73,885   73,885   73,885        0        0

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:       -724)
     -22        0        0     -702     -724     -724     -724        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:       22)
       1        0        0       15       16       16       16                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,623,500
COMMITMENTS
   4,629        0        0  1618871  1623500  1623500  1623500        0        0

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:    -30,016)
    -392        0        0  -29,624  -30,016  -30,016  -30,016        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:       23)
       1        0        0       17       11       18       11                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,647
COMMITMENTS
     430        0       62   23,015   23,151   23,507   23,213      140      434

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -1,750)
    -135        0        0   -1,615   -1,743   -1,750   -1,743        0       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.3     97.3     97.9     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       26       26       28       27                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       90,930
COMMITMENTS
   1,910    8,851      802   87,290   80,950   90,002   90,603      928      327

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      1,432)
      30       38      -18    1,480    1,412    1,492    1,432      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      9.7      0.9     96.0     89.0     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       7        8        5       59       54       69       64                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,857
COMMITMENTS
       0      480        0   21,012   21,272   21,012   21,752      845      105

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:       -907)
       0        0        0     -887     -857     -887     -857      -20      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.0     96.1     97.3     96.1     99.5      3.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       18       17       18       18                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,465
COMMITMENTS
   2,429    5,133      253   27,244   24,616   29,926   30,002      539      463

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -1,960)
      10     -991        6   -1,902     -847   -1,886   -1,832      -74     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     16.8      0.8     89.4     80.8     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        4        4       32       31       39       39                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,814
COMMITMENTS
     120      741      394    6,971    6,410    7,485    7,545      329      269

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:       -923)
     -80     -296      -55     -729     -535     -864     -886      -59      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      9.5      5.0     89.2     82.0     95.8     96.6      4.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        3       25       20       29       24                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,687
COMMITMENTS
     111    1,049       65   10,624   10,358   10,800   11,472      887      215

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -1,236)
      -5     -129       -8   -1,162   -1,054   -1,175   -1,191      -61      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      9.0      0.6     90.9     88.6     92.4     98.2      7.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       19       20       22       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,661,176
COMMITMENTS
 475,582  267,104  530,687  572,148  785,020  1578417  1582811   82,759   78,365

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     28,705)
   3,309    6,856   15,039    6,996    6,395   25,344   28,290    3,361      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     16.1     31.9     34.4     47.3     95.0     95.3      5.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
     125      117      149       91      102      294      308                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      124,269
COMMITMENTS
  72,503   10,957    2,376   34,150   55,969  109,029   69,302   15,240   54,967

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -7,765)
    -564      132   -1,182   -5,617   -6,112   -7,363   -7,162     -402     -603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.3      8.8      1.9     27.5     45.0     87.7     55.8     12.3     44.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        5        4       11       14       19       19                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      168,166
COMMITMENTS
  20,806   65,727   80,195   60,226   16,314  161,227  162,236    6,939    5,930

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      2,227)
     450    4,059   -2,038    3,458      204    1,870    2,225      357        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     39.1     47.7     35.8      9.7     95.9     96.5      4.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      14       11       25       16       14       42       42                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,610
COMMITMENTS
     630        0        0   13,860   14,610   14,490   14,610      120        0

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        270)
       0        0        0      270      270      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      0.0     94.9    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       11       15       11                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       26,853
COMMITMENTS
  17,655   11,081      201    7,445   14,037   25,301   25,319    1,552    1,534

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -1,565)
     646      554      -23   -1,434   -1,268     -811     -737     -754     -828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.7     41.3      0.7     27.7     52.3     94.2     94.3      5.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      58       59       13       33       29       97       95                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       76,282
COMMITMENTS
  51,856   33,111    2,088   13,807   36,857   67,751   72,056    8,531    4,226

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        712)
     913      594      273     -795     -104      391      763      321      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     43.4      2.7     18.1     48.3     88.8     94.5     11.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
     126       82       22       30       33      168      127                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      363,376
COMMITMENTS
 115,689   44,457   75,566  151,540  227,201  342,795  347,224   20,581   16,152

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -7,025)
  -2,874   -8,666    3,430   -6,405      178   -5,849   -5,058   -1,176   -1,967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     12.2     20.8     41.7     62.5     94.3     95.6      5.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      72       53       80       83       94      198      193                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,202
COMMITMENTS
   2,482      646    1,594    6,695    7,851   10,771   10,091    1,431    2,111

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -1,131)
     134      615      -63      514     -971      585     -419   -1,716     -712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      5.3     13.1     54.9     64.3     88.3     82.7     11.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        2        4       13       12       21       16                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,365
COMMITMENTS
       0    2,883      120   19,995   16,137   20,115   19,140      250    1,225

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        685)
       0      120        0      685      740      685      860        0     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.2      0.6     98.2     79.2     98.8     94.0      1.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       18       24       19       27                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,914
COMMITMENTS
   1,054    4,949    1,870   13,084    9,503   16,008   16,322    2,906    2,592

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -2,240)
     263      215   -1,408     -999   -1,508   -2,144   -2,701      -96      461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     26.2      9.9     69.2     50.2     84.6     86.3     15.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        4       19       18       25       22                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       23,021
COMMITMENTS
  10,791   17,552    1,732   10,452    3,737   22,975   23,021       46        0

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -2,354)
  -1,372   -1,366     -300     -668     -688   -2,340   -2,354      -14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     76.2      7.5     45.4     16.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        5        3       11        7       19       14                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       21,010
COMMITMENTS
   7,306    7,534    8,289    4,931    4,747   20,526   20,570      484      440

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      2,089)
      89     -459    1,187      906    1,548    2,182    2,276      -93     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     35.9     39.5     23.5     22.6     97.7     97.9      2.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      18       20       29        8       10       40       47                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,570
COMMITMENTS
   2,612       50      120   30,633   33,400   33,365   33,570      205        0

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        536)
    -250       50        0      996      486      746      536     -210        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.1      0.4     91.3     99.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        1       26       22       30       24                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,096
COMMITMENTS
   2,105    7,368      323   11,577    7,040   14,005   14,731    1,091      365

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -1,740)
       8     -593      -14   -2,005   -1,118   -2,011   -1,725      271      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     48.8      2.1     76.7     46.6     92.8     97.6      7.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        8        4       21       15       30       24                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,553
COMMITMENTS
     422    1,549      480    7,961    7,133    8,863    9,162      690      391

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -1,692)
    -161     -593       28   -1,613   -1,125   -1,746   -1,690       54       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     16.2      5.0     83.3     74.7     92.8     95.9      7.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        6        3       20       21       25       28                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,065
COMMITMENTS
     830      355      470      595    1,010    1,895    1,835      170      230

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        399)
     120        0      150      169      249      439      399      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     17.2     22.8     28.8     48.9     91.8     88.9      8.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        7        4       11       17       18       26                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| 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 11/24/15 (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 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,789
COMMITMENTS
   2,901    2,359    3,296   17,677   16,804   23,874   22,459    4,915    6,330

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -4,102)
  -1,330    1,699     -976   -1,778   -4,733   -4,084   -4,010      -18      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      8.2     11.4     61.4     58.4     82.9     78.0     17.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        5       17       16       22       21                  



Updated December 4, 2015