GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,677
COMMITMENTS
  25,054    4,477    1,815   33,333   54,120   60,202   60,412      475      265

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,602)
     601     -220    1,155     -146      667    1,610    1,602       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3      7.4      3.0     54.9     89.2     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        7        6       37       40       45       50                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,699
COMMITMENTS
     525      200      600    5,574    5,899    6,699    6,699        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        -13)
       0      200        0      -13     -213      -13      -13        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      3.0      9.0     83.2     88.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       16       20       18                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,752
COMMITMENTS
     880      431      885    6,182    6,766    7,947    8,082      805      670

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        192)
      -1      168      334     -130     -286      203      216      -11      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      4.9     10.1     70.6     77.3     90.8     92.3      9.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        5        6       29       30       38       38                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,584
COMMITMENTS
     226      243      191      922      808    1,339    1,242      245      342

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:         28)
      71       21       -9      -65        6       -3       18       31       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     15.3     12.1     58.2     51.0     84.5     78.4     15.5     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        4       14       14       20       20                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,256
COMMITMENTS
     800      526      399    5,514    6,004    6,713    6,929      543      327

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        544)
      94      103      158      242      275      494      536       50        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      7.2      5.5     76.0     82.7     92.5     95.5      7.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        6        6       31       35       38       46                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,161
COMMITMENTS
     955    1,477      590    5,387    4,694    6,932    6,761      229      400

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        312)
     -31       19       41      282      244      292      304       20        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     20.6      8.2     75.2     65.5     96.8     94.4      3.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9        5        9       26       21       40       31                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,222
COMMITMENTS
      50      430      160      935      520    1,145    1,110       77      112

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:         98)
       0        0        0       98      118       98      118        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     35.2     13.1     76.5     42.6     93.7     90.8      6.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        7        3       14       11       18       18                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,719
COMMITMENTS
     226   12,552      225   27,238   14,702   27,689   27,479       30      240

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,701)
    -150      715      -40    1,891    1,026    1,701    1,701        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     45.3      0.8     98.3     53.0     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        2       25       18       29       21                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,540
COMMITMENTS
   1,082    1,912      155    2,744    2,121    3,981    4,188      559      352

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        774)
     311      270        8      524      513      843      791      -69      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     42.1      3.4     60.4     46.7     87.7     92.2     12.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        7        4       16       16       25       24                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      350,446
COMMITMENTS
  64,715   78,081   41,762  198,382  188,203  304,859  308,046   45,587   42,400

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,771)
   6,454    3,608   -3,384    1,726    5,667    4,796    5,891   -2,025   -3,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     22.3     11.9     56.6     53.7     87.0     87.9     13.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      36       52       53       84       83      155      156                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,192
COMMITMENTS
     725      970      350   33,817   40,936   34,892   42,256   11,300    3,936

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      3,302)
       0        0      125    2,851    3,161    2,976    3,286      326       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.1      0.8     73.2     88.6     75.5     91.5     24.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       23       28       25       31                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,034,263
COMMITMENTS
 237,456  442,695  280,914  449,667  268,685  968,037  992,294   66,226   41,969

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     32,627)
   5,712   -1,654    5,140   22,720   30,227   33,572   33,713     -945   -1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     42.8     27.2     43.5     26.0     93.6     95.9      6.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     103      154      133       67       56      254      271                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      320,210
COMMITMENTS
  73,355  112,336   63,196  178,261  139,625  314,812  315,157    5,398    5,053

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,370)
  -4,600      560    8,780   -2,502   -7,097    1,678    2,243      692      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     35.1     19.7     55.7     43.6     98.3     98.4      1.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20       12       26       36       32       68       59                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      120,005
COMMITMENTS
  22,219   30,015   19,684   71,402   65,401  113,305  115,100    6,700    4,905

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     18,098)
  10,410    9,112    3,372    4,812    6,160   18,594   18,644     -496     -546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     25.0     16.4     59.5     54.5     94.4     95.9      5.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9       21       24       21       22       46       51                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,490,587
COMMITMENTS
 551,032   61,596  110,665  782,160  1278180  1443857  1450441   46,730   40,146

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     10,647)
  11,315     -488   -5,171    2,677    9,699    8,821    4,040    1,826    6,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      4.1      7.4     52.5     85.8     96.9     97.3      3.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      20       14       29       55       52       86       85                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      384,932
COMMITMENTS
  39,459   57,163   56,676  286,549  269,576  382,684  383,415    2,248    1,517

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     22,469)
  12,153    9,820    5,712    4,032    7,110   21,897   22,642      572     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     14.9     14.7     74.4     70.0     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      18       17       26       39       30       70       60                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      121,985
COMMITMENTS
  42,498   66,572   15,146   63,322   39,512  120,966  121,230    1,019      755

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,134)
    -598    1,586    1,151      877   -1,417    1,430    1,320     -296     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     54.6     12.4     51.9     32.4     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       23       25       22       19       55       49                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       34,027
COMMITMENTS
  17,437    8,032    4,584   11,223   21,066   33,244   33,682      783      345

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        -66)
       5     -190      144     -300       -5     -151      -51       85      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.2     23.6     13.5     33.0     61.9     97.7     99.0      2.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       12       15       13       13       33       32                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       38,138
COMMITMENTS
   4,361    1,941    3,030   30,390   32,768   37,781   37,739      357      399

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,165)
     266       48       91    1,776    2,011    2,133    2,150       32       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      5.1      7.9     79.7     85.9     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      15       11       13       46       57       69       74                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,451
COMMITMENTS
     577      773      469    2,484    2,896    3,530    4,138      921      313

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        357)
      30       76       -6      358      397      382      467      -25     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     17.4     10.5     55.8     65.1     79.3     93.0     20.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        4       22       24       27       30                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      173,436
COMMITMENTS
  17,945    1,505    2,445  152,791  169,486  173,181  173,436      255        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        440)
       0        0        0      440      440      440      440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.9      1.4     88.1     97.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       20       17       21       20                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,201,025
COMMITMENTS
 187,200        0        0  3013825  3201025  3201025  3201025        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     90,638)
       0        0        0   90,638   90,638   90,638   90,638        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      0.0     94.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       16       20       16                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       74,472
COMMITMENTS
     419        0        0   74,053   74,472   74,472   74,472        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:       -210)
       0        0        0     -210     -210     -210     -210        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 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,649,567
COMMITMENTS
   4,629        0        0  1644938  1649567  1649567  1649567        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -7,590)
       0        0        0   -7,590   -7,590   -7,590   -7,590        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 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,460
COMMITMENTS
     787        0       62   23,471   23,980   24,320   24,042      140      418

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        744)
     327        0        0      417      760      744      760        0      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.3     96.0     98.0     99.4     98.3      0.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       25       27       27       28                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       97,986
COMMITMENTS
   1,887    8,666      791   94,390   88,132   97,068   97,589      918      397

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      9,398)
     105      317       40    9,247    8,941    9,392    9,298        6      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      8.8      0.8     96.3     89.9     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       7        8        5       58       54       68       64                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,492
COMMITMENTS
     168      480       57   24,587   24,847   24,812   25,384      680      108

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,755)
       0        0        0    2,755    2,755    2,755    2,755        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.9      0.2     96.4     97.5     97.3     99.6      2.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       16       19       18                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,176
COMMITMENTS
   2,529    5,203      253   28,920   26,309   31,702   31,765      474      411

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        680)
     -50      100        0      775      632      725      732      -45      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     16.2      0.8     89.9     81.8     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        4        4       33       32       40       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,618
COMMITMENTS
     120      772      397    7,716    7,180    8,233    8,349      385      269

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        343)
       0      -26      -21      340      400      319      353       24      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      9.0      4.6     89.5     83.3     95.5     96.9      4.5      3.1

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 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,187
COMMITMENTS
       0    1,007       64   11,084   10,892   11,148   11,963    1,039      224

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        316)
       0       33        0      296      275      296      308       20        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.3      0.5     90.9     89.4     91.5     98.2      8.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       19       20       21       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,678,527
COMMITMENTS
 472,228  261,717  555,650  568,272  776,411  1596150  1593778   82,377   84,749

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -35,046)
  -7,860  -20,497  -10,776   -7,836   -4,520  -26,472  -35,793   -8,574      747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     15.6     33.1     33.9     46.3     95.1     95.0      4.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
     130      115      156       89      100      299      304                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      125,911
COMMITMENTS
  73,915   11,200    2,286   34,918   58,011  111,119   71,497   14,792   54,414

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,164)
     341      423      -81      738      412      998      754      166      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7      8.9      1.8     27.7     46.1     88.3     56.8     11.7     43.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        4       11       15       20       20                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      175,177
COMMITMENTS
  19,044   72,214   82,554   67,355   14,584  168,953  169,352    6,224    5,825

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -5,487)
   1,659      531   -2,574   -4,661   -3,380   -5,576   -5,423       89      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     41.2     47.1     38.4      8.3     96.4     96.7      3.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15       10       24       15       14       41       39                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,829
COMMITMENTS
     630        0        0   14,124   14,805   14,754   14,805       75       24

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        144)
       0        0        0      144      120      144      120        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      0.0     95.2     99.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       14       14       15       14                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,428
COMMITMENTS
  16,716    9,581      125    6,108   13,250   22,949   22,956    1,479    1,472

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -1,578)
    -829     -285      -74     -668   -1,279   -1,571   -1,638       -7       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.4     39.2      0.5     25.0     54.2     93.9     94.0      6.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      66       48       11       29       24       98       80                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       76,027
COMMITMENTS
  50,832   29,612    4,017   13,420   38,231   68,269   71,860    7,758    4,167

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:       -165)
  -1,339   -1,088      696      858      -42      215     -434     -380      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.9     38.9      5.3     17.7     50.3     89.8     94.5     10.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
     121       69       22       33       31      168      111                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      373,538
COMMITMENTS
 113,494   44,616   79,568  160,387  230,012  353,449  354,196   20,089   19,342

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      7,622)
   1,986   -3,450   -1,030    7,138   11,157    8,094    6,677     -472      945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     11.9     21.3     42.9     61.6     94.6     94.8      5.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      68       50       69       82       94      186      181                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,983
COMMITMENTS
   3,103    1,371    1,739    9,047   10,960   13,889   14,070    2,094    1,913

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,839)
     297      125      214    2,307    2,516    2,818    2,855       21      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      8.6     10.9     56.6     68.6     86.9     88.0     13.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        3        6       17       15       26       22                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,470
COMMITMENTS
       0    2,708        0   18,330   14,892   18,330   17,600      140      870

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,145)
       0      415        0    1,225      655    1,225    1,070      -80       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.7      0.0     99.2     80.6     99.2     95.3      0.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        4        0       14       23       14       27                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,546
COMMITMENTS
   1,729    7,069    2,247   15,364   10,671   19,340   19,987    2,206    1,559

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,957)
     675    1,505      377    1,830    1,168    2,882    3,050     -925   -1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     32.8     10.4     71.3     49.5     89.8     92.8     10.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        5       20       20       28       25                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       25,052
COMMITMENTS
  11,291   18,862    2,058   11,657    4,132   25,006   25,052       46        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        781)
       0      555      226      555        0      781      781        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     75.3      8.2     46.5     16.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        5        3       12        7       20       14                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       20,043
COMMITMENTS
   6,905    5,475    8,177    4,668    6,097   19,750   19,749      293      294

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        939)
     268       31      463      227      494      958      988      -19      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     27.3     40.8     23.3     30.4     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      21       14       29        8       10       41       43                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,571
COMMITMENTS
   2,361       50        0   27,020   29,521   29,381   29,571      190        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,853)
     255        0     -120    2,718    2,973    2,853    2,853        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.2      0.0     91.4     99.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        0       26       25       30       26                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,310
COMMITMENTS
   2,480    2,679       55    5,766    5,569    8,301    8,303        9        7

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        -75)
       0      -75        0      -75        0      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     32.2      0.7     69.4     67.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        2       10       10       14       14                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,314
COMMITMENTS
   2,200    6,976      654   11,387    7,526   14,241   15,156    1,073      158

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        298)
      71      325      480     -235     -264      316      541      -18     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     45.6      4.3     74.4     49.1     93.0     99.0      7.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        7        4       21       18       30       27                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,316
COMMITMENTS
     531    1,878      524    8,678    7,529    9,733    9,931      583      385

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        430)
      34      250       39      417      137      490      426      -60        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     18.2      5.1     84.1     73.0     94.3     96.3      5.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        7        7       23       22       32       31                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,807
COMMITMENTS
     950      255      385      342      947    1,677    1,587      130      220

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        172)
     225       60      -40       17      132      202      152      -30       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6     14.1     21.3     18.9     52.4     92.8     87.8      7.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        5        5        8       14       16       22                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,518
COMMITMENTS
   1,722    1,653       30    6,385    6,816    8,137    8,499      381       19

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     19.4      0.4     75.0     80.0     95.5     99.8      4.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        3       11        9       14       16                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,266
COMMITMENTS
     223    3,761    3,998   22,931   18,905   27,152   26,664    5,114    5,602

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      3,053)
    -379      280    1,058    3,103    2,811    3,782    4,149     -729   -1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     11.7     12.4     71.1     58.6     84.2     82.6     15.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        5       18       19       23       24                  



Updated December 18, 2015