GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,052
COMMITMENTS
  24,795    3,987    1,872   33,890   54,928   60,557   60,787      495      265

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        375)
    -259     -490       57      557      808      355      375       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6      6.5      3.1     55.5     90.0     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        7        7       39       40       47       51                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,524
COMMITMENTS
     625      200      600    6,299    6,724    7,524    7,524        0        0

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        825)
     100        0        0      725      825      825      825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      2.7      8.0     83.7     89.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       17       21       19                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,113
COMMITMENTS
     904      498      928    6,356    6,987    8,188    8,413      925      700

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        361)
      24       67       43      174      221      241      331      120       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      5.5     10.2     69.7     76.7     89.8     92.3     10.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        5        7       29       30       39       38                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,697
COMMITMENTS
     227      289      205      990      826    1,422    1,320      275      377

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        113)
       1       46       14       68       18       83       78       30       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     17.0     12.1     58.3     48.7     83.8     77.8     16.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        3        4       17       14       22       20                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,522
COMMITMENTS
     911      593      437    5,639    6,155    6,987    7,185      535      337

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        266)
     111       67       38      125      151      274      256       -8       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      7.9      5.8     75.0     81.8     92.9     95.5      7.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        6        6       32       37       39       48                  
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        6,765
COMMITMENTS
      50       50        0    6,713    6,715    6,763    6,765        2        0

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.7      0.0     99.2     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       13       14       14                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,705
COMMITMENTS
   1,022    1,763      750    5,707    4,765    7,479    7,278      226      427

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        544)
      67      286      160      320       71      547      517       -3       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     22.9      9.7     74.1     61.8     97.1     94.5      2.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        6        8       30       22       43       31                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,614
COMMITMENTS
      20      556      230    1,287      756    1,537    1,542       77       72

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        392)
     -30      126       70      352      236      392      432        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     34.4     14.3     79.7     46.8     95.2     95.5      4.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        9        5       16       12       21       22                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,319
COMMITMENTS
     151   12,642      125   28,013   15,292   28,289   28,059       30      260

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        600)
     -75       90     -100      775      590      600      580        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     44.6      0.4     98.9     54.0     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       25       16       28       19                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,902
COMMITMENTS
   1,152    2,126      110    3,095    2,269    4,357    4,505      545      397

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        362)
      70      214      -45      351      148      376      317      -14       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     43.4      2.2     63.1     46.3     88.9     91.9     11.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        7        4       19       17       28       25                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      353,619
COMMITMENTS
  61,397   75,093   45,827  201,701  189,469  308,925  310,389   44,694   43,230

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      3,173)
  -3,318   -2,988    4,065    3,319    1,266    4,066    2,343     -893      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     21.2     13.0     57.0     53.6     87.4     87.8     12.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      38       52       54       81       80      152      158                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,898
COMMITMENTS
       0      970      350   32,449   39,225   32,799   40,545   12,099    4,353

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -1,294)
    -725        0        0   -1,368   -1,711   -2,093   -1,711      799      417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.8     72.3     87.4     73.1     90.3     26.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        1       25       29       26       32                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      997,935
COMMITMENTS
 233,833  439,039  255,577  443,786  262,970  933,196  957,586   64,739   40,349

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -36,328)
  -3,623   -3,656  -25,337   -5,881   -5,715  -34,841  -34,708   -1,487   -1,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     44.0     25.6     44.5     26.4     93.5     96.0      6.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      94      139      128       67       58      235      261                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      323,387
COMMITMENTS
  75,233  111,849   68,810  173,478  137,597  317,521  318,256    5,866    5,131

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      3,177)
   1,878     -487    5,614   -4,783   -2,028    2,709    3,099      468       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     34.6     21.3     53.6     42.5     98.2     98.4      1.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      19       12       25       38       35       69       61                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      135,679
COMMITMENTS
  30,787   36,619   20,887   78,003   73,698  129,677  131,204    6,002    4,475

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     15,674)
   8,568    6,604    1,203    6,601    8,297   16,372   16,104     -698     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     27.0     15.4     57.5     54.3     95.6     96.7      4.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      12       21       29       25       24       54       57                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,515,081
COMMITMENTS
 571,443   74,277  105,147  797,289  1298345  1473879  1477769   41,202   37,312

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     24,494)
  20,411   12,681   -5,518   15,129   20,165   30,022   27,328   -5,528   -2,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      4.9      6.9     52.6     85.7     97.3     97.5      2.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      22       16       30       56       52       90       87                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      396,429
COMMITMENTS
  40,318   61,678   61,590  292,971  271,490  394,879  394,758    1,550    1,671

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     11,497)
     859    4,515    4,914    6,422    1,914   12,195   11,343     -698      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     15.6     15.5     73.9     68.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      17       20       27       39       30       72       61                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      123,311
COMMITMENTS
  42,822   63,011   17,522   61,912   41,816  122,256  122,349    1,055      962

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      1,326)
     324   -3,561    2,376   -1,410    2,304    1,290    1,119       36      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     51.1     14.2     50.2     33.9     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      15       22       25       23       19       56       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       34,296
COMMITMENTS
  17,657    8,167    4,343   11,568   21,456   33,568   33,966      728      330

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        269)
     220      135     -241      345      390      324      284      -55      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5     23.8     12.7     33.7     62.6     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       12       15       15       13       35       32                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       40,056
COMMITMENTS
   4,390    2,035    2,447   32,789   35,234   39,626   39,716      430      340

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      1,918)
      29       94     -583    2,399    2,466    1,845    1,977       73      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      5.1      6.1     81.9     88.0     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      14       13       12       45       55       66       73                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,664
COMMITMENTS
     607      843      441    2,555    3,052    3,603    4,336    1,061      328

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        213)
      30       70      -28       71      156       73      198      140       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     18.1      9.5     54.8     65.4     77.3     93.0     22.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        4       21       24       26       30                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      175,096
COMMITMENTS
  10,295    1,505    2,445  162,101  171,146  174,841  175,096      255        0

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      1,660)
  -7,650        0        0    9,310    1,660    1,660    1,660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.9      1.4     92.6     97.7     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 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,448,667
COMMITMENTS
 187,200        0        0  3261467  3448667  3448667  3448667        0        0

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    247,642)
       0        0        0  247,642  247,642  247,642  247,642        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.0      0.0     94.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       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 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       74,800
COMMITMENTS
     419        0        0   74,381   74,800   74,800   74,800        0        0

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        328)
       0        0        0      328      328      328      328        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 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,649,567
COMMITMENTS
   4,629        0        0  1644938  1649567  1649567  1649567        0        0

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      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 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,266
COMMITMENTS
     907        0       62   24,157   24,786   25,126   24,848      140      418

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        806)
     120        0        0      686      806      806      806        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.2     95.6     98.1     99.4     98.3      0.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        1       26       27       28       28                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       99,877
COMMITMENTS
   2,017    8,756      829   96,113   89,925   98,959   99,510      918      367

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      1,891)
     130       90       38    1,723    1,793    1,891    1,921        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      8.8      0.8     96.2     90.0     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
       7        8        6       59       54       70       65                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,957
COMMITMENTS
     255      480       57   26,960   27,335   27,272   27,872      685       85

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      2,465)
      87        0        0    2,373    2,488    2,460    2,488        5      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.7      0.2     96.4     97.8     97.5     99.7      2.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       19       17       20       19                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,042
COMMITMENTS
   2,509    5,203      254   29,790   27,174   32,553   32,631      489      411

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        866)
     -20        0        1      870      865      851      866       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     15.7      0.8     90.2     82.2     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        4        4       32       32       39       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,368
COMMITMENTS
     120      796      459    8,371    7,848    8,950    9,103      418      265

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        750)
       0       24       62      655      668      717      754       33       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      8.5      4.9     89.4     83.8     95.5     97.2      4.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        5        3       26       21       30       26                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,314
COMMITMENTS
       0    1,022       58   12,232   11,995   12,290   13,075    1,024      239

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      1,127)
       0       15       -6    1,148    1,103    1,142    1,112      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.7      0.4     91.9     90.1     92.3     98.2      7.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        2       22       21       24       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,646,306
COMMITMENTS
 453,681  260,769  548,314  558,814  755,495  1560809  1564578   85,497   81,728

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -32,221)
 -18,547     -948   -7,336   -9,458  -20,916  -35,341  -29,200    3,120   -3,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     15.8     33.3     33.9     45.9     94.8     95.0      5.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     123      110      149       89      103      288      299                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      126,147
COMMITMENTS
  73,669   11,119    1,860   35,473   58,693  111,002   71,672   15,145   54,475

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        236)
    -246      -81     -426      555      682     -117      175      353       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.4      8.8      1.5     28.1     46.5     88.0     56.8     12.0     43.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        4       12       15       21       20                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      171,298
COMMITMENTS
  21,584   75,656   75,819   67,275   14,017  164,678  165,492    6,620    5,806

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -3,879)
   2,540    3,442   -6,735      -80     -567   -4,275   -3,860      396      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     44.2     44.3     39.3      8.2     96.1     96.6      3.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12       12       21       16       13       39       37                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,641
COMMITMENTS
     600        0        0   12,981   13,484   13,581   13,484       60      157

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -1,188)
     -30        0        0   -1,143   -1,321   -1,173   -1,321      -15      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.0     95.2     98.8     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       15       14       16       14                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,778
COMMITMENTS
  16,451    8,728      233    5,581   13,272   22,265   22,233    1,513    1,545

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:       -650)
    -265     -853      108     -527       22     -684     -723       34       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.2     36.7      1.0     23.5     55.8     93.6     93.5      6.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      63       47        8       28       23       93       77                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       69,653
COMMITMENTS
  47,679   24,753    2,976   11,391   38,167   62,046   65,896    7,607    3,757

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -6,374)
  -3,153   -4,859   -1,041   -2,029      -64   -6,223   -5,964     -151     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.5     35.5      4.3     16.4     54.8     89.1     94.6     10.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
     121       64       21       30       33      163      107                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      366,845
COMMITMENTS
 113,439   45,888   75,402  157,868  224,344  346,709  345,634   20,136   21,211

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -6,693)
     -55    1,272   -4,166   -2,519   -5,668   -6,740   -8,562       47    1,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     12.5     20.6     43.0     61.2     94.5     94.2      5.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      79       50       64       84       94      190      184                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,178
COMMITMENTS
   3,319    1,431    1,573    9,047   11,260   13,939   14,264    2,239    1,914

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        195)
     216       60     -166        0      300       50      194      145        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      8.8      9.7     55.9     69.6     86.2     88.2     13.8     11.8

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 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,150
COMMITMENTS
       0    2,858        0   18,910   15,337   18,910   18,195      240      955

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        680)
       0      150        0      580      445      580      595      100       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.9      0.0     98.7     80.1     98.7     95.0      1.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        4        0       14       24       14       28                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,861
COMMITMENTS
   1,801    7,044    2,267   15,407   10,337   19,475   19,648    2,386    2,213

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        315)
      72      -25       20       43     -334      135     -339      180      654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     32.2     10.4     70.5     47.3     89.1     89.9     10.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        6       19       20       27       26                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| 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 12/15/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       20,477
COMMITMENTS
   7,205    5,789    7,976    4,884    6,262   20,065   20,027      412      450

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        434)
     300      314     -201      216      165      315      278      119      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     28.3     39.0     23.9     30.6     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      20       16       29        9       10       42       43                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,802
COMMITMENTS
   2,340       50        0   29,332   31,752   31,672   31,802      130        0

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      2,231)
     -21        0        0    2,312    2,231    2,291    2,231      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.2      0.0     92.2     99.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        0       30       26       34       27                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,628
COMMITMENTS
   2,200    7,192      750   11,595    7,528   14,545   15,470    1,083      158

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        314)
       0      216       96      208        2      304      314       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     46.0      4.8     74.2     48.2     93.1     99.0      6.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        7        5       22       18       32       27                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,737
COMMITMENTS
     557    1,858      625    8,972    7,869   10,154   10,352      583      385

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        421)
      26      -20      101      294      340      421      421        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     17.3      5.8     83.6     73.3     94.6     96.4      5.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        6        7       24       24       33       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,957
COMMITMENTS
   1,055      255      345      402    1,167    1,802    1,767      155      190

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        150)
     105        0      -40       60      220      125      180       25      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9     13.0     17.6     20.5     59.6     92.1     90.3      7.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        6        5        8       17       14       26                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,563
COMMITMENTS
   1,722    1,653       30    6,430    6,861    8,182    8,544      381       19

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     19.3      0.4     75.1     80.1     95.6     99.8      4.4      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 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,659
COMMITMENTS
     249    4,369    3,800   24,038   20,070   28,087   28,239    4,572    4,420

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        393)
      26      608     -198    1,107    1,165      935    1,575     -542   -1,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     13.4     11.6     73.6     61.5     86.0     86.5     14.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        4       20       21       24       25                  



Updated December 25, 2015