GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    60,461:    20,233      3,904      1,503     38,177     54,996     59,913     60,403:       548         58
Old  :    60,461:    20,233      3,904      1,503     38,177     54,996     59,913     60,403:       548         58
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     2,112:      -909        189        819      2,202      1,104      2,112      2,112:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        6.5        2.5       63.1       91.0       99.1       99.9:       0.9        0.1
Old  :     100.0:      33.5        6.5        2.5       63.1       91.0       99.1       99.9:       0.9        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         6          6          6         41         43         49         53:
Old  :        59:         6          6          6         41         43         49         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       43.5       73.6       57.0       36.8       14.4       41.5       22.2
Old  :                 49.7       43.5       73.6       57.0       36.8       14.4       41.5       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     5,515:       450          0          0      5,065      5,515      5,515      5,515:         0          0
Old  :     5,515:       450          0          0      5,065      5,515      5,515      5,515:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       576:       450          0          0        126        576        576        576:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        0.0        0.0       91.8      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.2        0.0        0.0       91.8      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          0         14         17         15         17:
Old  :        21:         1          0          0         14         17         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       46.2       89.1       76.8       45.7       31.6       53.3       48.5
Old  :                 64.3       46.2       89.1       76.8       45.7       31.6       53.3       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     9,516:       890        188        598      7,361      8,077      8,849      8,863:       667        653
Old  :     9,516:       890        188        598      7,361      8,077      8,849      8,863:       667        653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       191:       -28          5         -4        321        249        289        250:       -98        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        2.0        6.3       77.4       84.9       93.0       93.1:       7.0        6.9
Old  :     100.0:       9.4        2.0        6.3       77.4       84.9       93.0       93.1:       7.0        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         5          3          7         32         31         40         38:
Old  :        40:         5          3          7         32         31         40         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       40.6       62.1       58.6       13.2        9.8       18.5       15.5
Old  :                 44.8       40.6       62.1       58.6       13.2        9.8       18.5       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     2,116:       160         27        270      1,117      1,223      1,547      1,520:       569        596
Old  :     2,116:       160         27        270      1,117      1,223      1,547      1,520:       569        596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :        35:       -26         27        -18         32         55        -12         64:        47        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        1.3       12.8       52.8       57.8       73.1       71.8:      26.9       28.2
Old  :     100.0:       7.6        1.3       12.8       52.8       57.8       73.1       71.8:      26.9       28.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          3         13         17         16         20:
Old  :        22:         2          1          3         13         17         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       26.9       54.9       45.6       19.4       15.4       26.6       23.2
Old  :                 37.3       26.9       54.9       45.6       19.4       15.4       26.6       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     7,159:     1,341        587         93      4,958      5,986      6,392      6,666:       767        493
Old  :     7,159:     1,341        587         93      4,958      5,986      6,392      6,666:       767        493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       261:       157        -50         -1         61        276        217        225:        44         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        8.2        1.3       69.3       83.6       89.3       93.1:      10.7        6.9
Old  :     100.0:      18.7        8.2        1.3       69.3       83.6       89.3       93.1:      10.7        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         4          2          4         33         36         38         41:
Old  :        45:         4          2          4         33         36         38         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       37.2       55.6       57.2       24.1       30.0       30.2       36.5
Old  :                 36.2       37.2       55.6       57.2       24.1       30.0       30.2       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     8,660:     2,160      3,211        515      5,476      4,160      8,151      7,886:       509        774
Old  :     8,660:     2,160      3,211        515      5,476      4,160      8,151      7,886:       509        774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       741:       277        499       -119        500        346        658        726:        83         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       37.1        5.9       63.2       48.0       94.1       91.1:       5.9        8.9
Old  :     100.0:      24.9       37.1        5.9       63.2       48.0       94.1       91.1:       5.9        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         7          5          7         27         20         37         29:
Old  :        46:         7          5          7         27         20         37         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       52.3       56.8       66.1       36.7       50.6       51.5       61.9
Old  :                 39.6       52.3       56.8       66.1       36.7       50.6       51.5       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     1,239:       330        342         38        628        752        996      1,132:       243        107
Old  :     1,239:       330        342         38        628        752        996      1,132:       243        107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       118:        50        100         -2        100         20        148        118:       -30          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       27.6        3.1       50.7       60.7       80.4       91.4:      19.6        8.6
Old  :     100.0:      26.6       27.6        3.1       50.7       60.7       80.4       91.4:      19.6        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          5          2          8          9         15         14:
Old  :        24:         5          5          2          8          9         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       42.1       65.2       70.4       46.0       42.1       63.6       70.4
Old  :                 46.0       42.1       65.2       70.4       46.0       42.1       63.6       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                           Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    29,308:       305      9,888      1,239     27,667     17,941     29,211     29,068:        97        240
Old  :    29,308:       305      9,888      1,239     27,667     17,941     29,211     29,068:        97        240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       573:        80       -961        599        -26        955        653        593:       -80        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       33.7        4.2       94.4       61.2       99.7       99.2:       0.3        0.8
Old  :     100.0:       1.0       33.7        4.2       94.4       61.2       99.7       99.2:       0.3        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         2          3          3         23         23         27         27:
Old  :        36:         2          3          3         23         23         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       58.3       71.5       79.3       44.1       53.4       56.2       62.1
Old  :                 52.8       58.3       71.5       79.3       44.1       53.4       56.2       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-021A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     4,328:       594      1,132        307      2,788      2,337      3,689      3,776:       639        552
Old  :     4,328:       594      1,132        307      2,788      2,337      3,689      3,776:       639        552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       414:       -21        -26         60        322        340        361        374:        53         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       26.2        7.1       64.4       54.0       85.2       87.2:      14.8       12.8
Old  :     100.0:      13.7       26.2        7.1       64.4       54.0       85.2       87.2:      14.8       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         6          5          5         20         20         30         27:
Old  :        41:         6          5          5         20         20         30         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       42.1       58.4       65.1       35.8       37.8       52.8       55.3
Old  :                 40.1       42.1       58.4       65.1       35.8       37.8       52.8       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   415,317:    56,542     63,227     93,577    223,603    215,288    373,723    372,093:    41,594     43,224
Old  :   415,317:    56,542     63,227     93,577    223,603    215,288    373,723    372,093:    41,594     43,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :   -21,009:    -1,039        257    -12,261     -9,058    -12,080    -22,357    -24,084:     1,348      3,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       15.2       22.5       53.8       51.8       90.0       89.6:      10.0       10.4
Old  :     100.0:      13.6       15.2       22.5       53.8       51.8       90.0       89.6:      10.0       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        36         46         61         84         87        157        164:
Old  :       184:        36         46         61         84         87        157        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       14.7       23.9       24.0       10.6        7.9       17.4       13.6
Old  :                 12.9       14.7       23.9       24.0       10.6        7.9       17.4       13.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    56,905:     1,675        750        400     41,673     50,532     43,748     51,682:    13,157      5,223
Old  :    56,905:     1,675        750        400     41,673     50,532     43,748     51,682:    13,157      5,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       631:       650        250        300       -544      1,726        406      2,276:       225     -1,645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        1.3        0.7       73.2       88.8       76.9       90.8:      23.1        9.2
Old  :     100.0:       2.9        1.3        0.7       73.2       88.8       76.9       90.8:      23.1        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          2          2         22         27         25         30:
Old  :        34:         2          2          2         22         27         25         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       43.0       57.0       61.6       37.2       39.4       47.7       51.3
Old  :                 39.1       43.0       57.0       61.6       37.2       39.4       47.7       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :   946,077:   257,598    474,310    247,683    371,019    181,245    876,300    903,238:    69,777     42,839
Old  :   946,077:   257,598    474,310    247,683    371,019    181,245    876,300    903,238:    69,777     42,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     5,322:    25,877     31,923    -13,461     -5,979    -15,818      6,436      2,644:    -1,114      2,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       50.1       26.2       39.2       19.2       92.6       95.5:       7.4        4.5
Old  :     100.0:      27.2       50.1       26.2       39.2       19.2       92.6       95.5:       7.4        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:       104        131        145         66         57        258        258:
Old  :       318:       104        131        145         66         57        258        258:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       20.2       26.2       32.1       11.7       18.8       19.6       26.0
Old  :                 14.9       20.2       26.2       32.1       11.7       18.8       19.6       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :   803,123:    57,950     70,664    233,827    505,674    495,170    797,450    799,661:     5,673      3,463
Old  :   803,123:    57,950     70,664    233,827    505,674    495,170    797,450    799,661:     5,673      3,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    65,736:     9,949     12,658     26,611     28,440     26,156     65,000     65,425:       736        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        8.8       29.1       63.0       61.7       99.3       99.6:       0.7        0.4
Old  :     100.0:       7.2        8.8       29.1       63.0       61.7       99.3       99.6:       0.7        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        46         36         65         51         51        125        124:
Old  :       137:        46         36         65         51         51        125        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       37.3       56.3       53.6        8.7        7.2       11.6       10.2
Old  :                 39.3       37.3       56.3       53.6        8.7        7.2       11.6       10.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                   Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :   384,652:   160,792    130,555     59,470    158,043    188,527    378,305    378,552:     6,347      6,100
Old  :   384,652:   160,792    130,555     59,470    158,043    188,527    378,305    378,552:     6,347      6,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     2,763:    -5,578        421     -1,275      9,717      3,547      2,864      2,693:      -101         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       33.9       15.5       41.1       49.0       98.3       98.4:       1.7        1.6
Old  :     100.0:      41.8       33.9       15.5       41.1       49.0       98.3       98.4:       1.7        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        18         11         26         37         36         69         62:
Old  :        72:        18         11         26         37         36         69         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       47.2       54.9       61.1       37.4       37.3       44.7       43.0
Old  :                 42.0       47.2       54.9       61.1       37.4       37.3       44.7       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :   100,511:    16,836     22,682     12,391     63,429     58,691     92,656     93,764:     7,855      6,747
Old  :   100,511:    16,836     22,682     12,391     63,429     58,691     92,656     93,764:     7,855      6,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     7,059:     4,106       -354      1,890      1,755      5,108      7,751      6,644:      -692        415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       22.6       12.3       63.1       58.4       92.2       93.3:       7.8        6.7
Old  :     100.0:      16.8       22.6       12.3       63.1       58.4       92.2       93.3:       7.8        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        11         13         19         18         18         42         37:
Old  :        42:        11         13         19         18         18         42         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       36.0       55.7       52.9       22.6       23.0       32.7       31.9
Old  :                 38.7       36.0       55.7       52.9       22.6       23.0       32.7       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,673,785:   712,995     71,029    117,761    809,523  1,455,918  1,640,279  1,644,708:    33,506     29,077
Old  : 1,673,785:   712,995     71,029    117,761    809,523  1,455,918  1,640,279  1,644,708:    33,506     29,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    27,211:    11,288      7,583      2,473     14,643     16,349     28,404     26,405:    -1,193        806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6        4.2        7.0       48.4       87.0       98.0       98.3:       2.0        1.7
Old  :     100.0:      42.6        4.2        7.0       48.4       87.0       98.0       98.3:       2.0        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        30         12         33         56         57         98         93:
Old  :       113:        30         12         33         56         57         98         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       36.8       65.1       56.6       47.4       35.9       54.7       52.9
Old  :                 50.9       36.8       65.1       56.6       47.4       35.9       54.7       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   440,523:    33,193     53,845     73,815    330,647    309,675    437,655    437,335:     2,868      3,188
Old  :   440,523:    33,193     53,845     73,815    330,647    309,675    437,655    437,335:     2,868      3,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     9,640:     3,478      1,998      1,066      5,007      5,472      9,551      8,536:        89      1,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       12.2       16.8       75.1       70.3       99.3       99.3:       0.7        0.7
Old  :     100.0:       7.5       12.2       16.8       75.1       70.3       99.3       99.3:       0.7        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        17         24         25         41         36         71         72:
Old  :        83:        17         24         25         41         36         71         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       48.1       56.7       67.7       27.4       34.2       39.5       41.6
Old  :                 37.3       48.1       56.7       67.7       27.4       34.2       39.5       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                            Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :   144,925:    52,955     46,468     31,245     59,268     65,991    143,468    143,704:     1,457      1,221
Old  :   144,925:    52,955     46,468     31,245     59,268     65,991    143,468    143,704:     1,457      1,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     3,031:    -5,249     -2,227      6,360      1,881       -937      2,992      3,196:        39       -165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       32.1       21.6       40.9       45.5       99.0       99.2:       1.0        0.8
Old  :     100.0:      36.5       32.1       21.6       40.9       45.5       99.0       99.2:       1.0        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        15         19         21         22         21         50         48:
Old  :        57:        15         19         21         22         21         50         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       34.4       59.6       53.3       29.0       30.9       43.2       43.2
Old  :                 36.7       34.4       59.6       53.3       29.0       30.9       43.2       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE                                           Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    35,589:    21,966     10,248      3,821      9,268     21,146     35,055     35,215:       534        374
Old  :    35,589:    21,966     10,248      3,821      9,268     21,146     35,055     35,215:       534        374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     1,924:       585       -225        958        442      1,382      1,985      2,115:       -61       -191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.7       28.8       10.7       26.0       59.4       98.5       98.9:       1.5        1.1
Old  :     100.0:      61.7       28.8       10.7       26.0       59.4       98.5       98.9:       1.5        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        11         12         14         15         15         34         33:
Old  :        43:        11         12         14         15         15         34         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.6       54.5       75.4       74.8       57.7       49.1       69.1       64.4
Old  :                 62.6       54.5       75.4       74.8       57.7       49.1       69.1       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                                                   Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 TONS)                                                  :
     :          :                                                                            :
All  :    12,126:     1,791      3,251      4,388      5,943      4,486     12,122     12,125:         4          1
Old  :    12,126:     1,791      3,251      4,388      5,943      4,486     12,122     12,125:         4          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       454:        17         71        199        238        185        454        454:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       26.8       36.2       49.0       37.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      14.8       26.8       36.2       49.0       37.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11          9         18         14         12         32         32:
Old  :        35:        11          9         18         14         12         32         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       58.9       82.7       83.3       24.5       33.0       34.8       37.5
Old  :                 62.9       58.9       82.7       83.3       24.5       33.0       34.8       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-025608
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (100 CUBIC METERS)                                                         :
     :          :                                                                            :
All  :     3,238:        20        439         40      3,028      2,619      3,088      3,098:       150        140
Old  :     3,238:        20        439         40      3,028      2,619      3,088      3,098:       150        140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       248:         0         30          0        248        218        248        248:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       13.6        1.2       93.5       80.9       95.4       95.7:       4.6        4.3
Old  :     100.0:       0.6       13.6        1.2       93.5       80.9       95.4       95.7:       4.6        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          2          2         17         19         19         23:
Old  :        26:         2          2          2         17         19         19         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       46.5       83.0       67.9       45.7       36.7       53.5       49.8
Old  :                 59.9       46.5       83.0       67.9       45.7       36.7       53.5       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    50,961:     2,849      1,027      5,631     41,859     43,965     50,339     50,623:       622        338
Old  :    50,961:     2,849      1,027      5,631     41,859     43,965     50,339     50,623:       622        338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     2,567:       146        -13         77      2,294      2,428      2,518      2,493:        50         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        2.0       11.1       82.1       86.3       98.8       99.3:       1.2        0.7
Old  :     100.0:       5.6        2.0       11.1       82.1       86.3       98.8       99.3:       1.2        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        15         10         11         44         59         64         76:
Old  :        86:        15         10         11         44         59         64         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       44.4       55.7       59.7       21.4       20.7       26.4       26.2
Old  :                 38.0       44.4       55.7       59.7       21.4       20.7       26.4       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE                                            Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     4,791:       868        595        562      2,920      3,325      4,350      4,482:       441        309
Old  :     4,791:       868        595        562      2,920      3,325      4,350      4,482:       441        309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       497:      -221         85         31        511        355        321        471:       176         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       12.4       11.7       60.9       69.4       90.8       93.6:       9.2        6.4
Old  :     100.0:      18.1       12.4       11.7       60.9       69.4       90.8       93.6:       9.2        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         6          3          5         22         22         28         30:
Old  :        37:         6          3          5         22         22         28         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       40.4       51.3       59.1       26.2       40.4       41.7       56.5
Old  :                 31.7       40.4       51.3       59.1       26.2       40.4       41.7       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                             Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   411,428:     3,163      9,088          0    408,265    402,340    411,428    411,428:         0          0
Old  :   411,428:     3,163      9,088          0    408,265    402,340    411,428    411,428:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :   214,207:         0          0          0    214,207    214,207    214,207    214,207:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        2.2        0.0       99.2       97.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.8        2.2        0.0       99.2       97.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          1          0         13         11         14         12:
Old  :        22:         1          1          0         13         11         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.3       88.9       95.7       96.6       60.4       65.6       70.6       71.9
Old  :                 72.3       88.9       95.7       96.6       60.4       65.6       70.6       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                               Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours-5MW per                                    :
     :          :                                                                            :
All  :   146,977:    10,369      1,595      4,026    132,327    141,356    146,722    146,977:       255          0
Old  :   146,977:    10,369      1,595      4,026    132,327    141,356    146,722    146,977:       255          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     7,546:        23          0         25      7,498      7,521      7,546      7,546:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        1.1        2.7       90.0       96.2       99.8      100.0:       0.2        0.0
Old  :     100.0:       7.1        1.1        2.7       90.0       96.2       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          1          2         27         19         29         22:
Old  :        34:         2          1          2         27         19         29         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       67.0       75.8       82.1       37.2       43.1       50.1       51.3
Old  :                 55.8       67.0       75.8       82.1       37.2       43.1       50.1       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE                                              Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 2,996,063:         0    169,560          0  2,996,063  2,826,473  2,996,063  2,996,033:         0         30
Old  : 2,996,063:         0    169,560          0  2,996,063  2,826,473  2,996,063  2,996,033:         0         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    99,727:         0          0          0     99,727     99,726     99,727     99,726:         0          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.7        0.0      100.0       94.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        5.7        0.0      100.0       94.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          1          0         22         20         22         21:
Old  :        29:         0          1          0         22         20         22         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.7       75.7       86.9       88.9       40.2       47.8       48.8       53.1
Old  :                 71.7       75.7       86.9       88.9       40.2       47.8       48.8       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    65,882:     1,428          0      1,915     62,539     63,967     65,882     65,882:         0          0
Old  :    65,882:     1,428          0      1,915     62,539     63,967     65,882     65,882:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     3,130:         0          0          0      3,130      3,130      3,130      3,130:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        0.0        2.9       94.9       97.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.2        0.0        2.9       94.9       97.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          0          1         15         18         17         19:
Old  :        25:         2          0          1         15         18         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       68.0       74.5       87.6       45.1       60.8       63.3       68.8
Old  :                 48.1       68.0       74.5       87.6       45.1       60.8       63.3       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 1,289,552:    29,614          0     70,560  1,189,378  1,218,992  1,289,552  1,289,552:         0          0
Old  : 1,289,552:    29,614          0     70,560  1,189,378  1,218,992  1,289,552  1,289,552:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    34,152:         0          0          0     34,152     34,152     34,152     34,152:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        0.0        5.5       92.2       94.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.3        0.0        5.5       92.2       94.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          0          1         17         11         19         12:
Old  :        24:         2          0          1         17         11         19         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       77.0       77.5       92.5       39.0       59.9       57.2       67.8
Old  :                 49.8       77.0       77.5       92.5       39.0       59.9       57.2       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06665G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    18,135:       359         62         13     17,621     17,925     17,993     18,000:       142        135
Old  :    18,135:       359         62         13     17,621     17,925     17,993     18,000:       142        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     3,469:        36          0        -12      3,485      3,481      3,509      3,469:       -40          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        0.3        0.1       97.2       98.8       99.2       99.3:       0.8        0.7
Old  :     100.0:       2.0        0.3        0.1       97.2       98.8       99.2       99.3:       0.8        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         1          1          1         23         26         24         28:
Old  :        36:         1          1          1         23         26         24         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       43.7       72.6       67.0       42.2       37.3       55.3       56.7
Old  :                 49.9       43.7       72.6       67.0       42.2       37.3       55.3       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    81,386:     1,428      8,415      1,491     77,478     71,019     80,397     80,925:       989        461
Old  :    81,386:     1,428      8,415      1,491     77,478     71,019     80,397     80,925:       989        461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     8,351:        39         90        331      8,126      8,005      8,496      8,426:      -145        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8       10.3        1.8       95.2       87.3       98.8       99.4:       1.2        0.6
Old  :     100.0:       1.8       10.3        1.8       95.2       87.3       98.8       99.4:       1.2        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:         5          7          8         56         52         66         64:
Old  :        76:         5          7          8         56         52         66         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       44.7       65.1       59.7       25.3       24.0       33.7       34.3
Old  :                 45.4       44.7       65.1       59.7       25.3       24.0       33.7       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    21,611:         0        526          0     21,016     20,861     21,016     21,387:       595        224
Old  :    21,611:         0        526          0     21,016     20,861     21,016     21,387:       595        224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       365:         0          0          0        365        365        365        365:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.4        0.0       97.2       96.5       97.2       99.0:       2.8        1.0
Old  :     100.0:       0.0        2.4        0.0       97.2       96.5       97.2       99.0:       2.8        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          2          0         16         17         16         19:
Old  :        21:         0          2          0         16         17         16         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       53.9       91.5       79.8       29.2       26.9       32.7       33.6
Old  :                 71.2       53.9       91.5       79.8       29.2       26.9       32.7       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    33,398:     2,918      7,029        146     29,955     25,556     33,019     32,731:       379        667
Old  :    33,398:     2,918      7,029        146     29,955     25,556     33,019     32,731:       379        667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     3,622:        16         20         63      3,665      3,276      3,744      3,359:      -122        263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       21.0        0.4       89.7       76.5       98.9       98.0:       1.1        2.0
Old  :     100.0:       8.7       21.0        0.4       89.7       76.5       98.9       98.0:       1.1        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         7          5          3         31         31         39         38:
Old  :        49:         7          5          3         31         31         39         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       41.3       54.5       60.5       20.1       26.8       31.8       35.7
Old  :                 35.9       41.3       54.5       60.5       20.1       26.8       31.8       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     9,476:       405        872        890      8,089      7,315      9,384      9,077:        92        399
Old  :     9,476:       405        872        890      8,089      7,315      9,384      9,077:        92        399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       331:       120        -25         96        115        260        331        331:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        9.2        9.4       85.4       77.2       99.0       95.8:       1.0        4.2
Old  :     100.0:       4.3        9.2        9.4       85.4       77.2       99.0       95.8:       1.0        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         2          2          4         24         21         30         25:
Old  :        35:         2          2          4         24         21         30         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       45.9       72.9       71.2       48.4       38.4       62.7       57.4
Old  :                 50.5       45.9       72.9       71.2       48.4       38.4       62.7       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    10,677:         0        859        138      9,494      9,521      9,632     10,518:     1,045        159
Old  :    10,677:         0        859        138      9,494      9,521      9,632     10,518:     1,045        159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       741:         0          0          0        614        723        614        723:       127         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.0        1.3       88.9       89.2       90.2       98.5:       9.8        1.5
Old  :     100.0:       0.0        8.0        1.3       88.9       89.2       90.2       98.5:       9.8        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          2          2         22         22         24         24:
Old  :        28:         0          2          2         22         22         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       48.5       64.9       72.4       38.1       43.8       52.5       60.2
Old  :                 42.7       48.5       64.9       72.4       38.1       43.8       52.5       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 2,435,709:   501,887    203,970    957,340    898,413  1,187,515  2,357,640  2,348,825:    78,069     86,884
Old  : 2,435,709:   501,887    203,970    957,340    898,413  1,187,515  2,357,640  2,348,825:    78,069     86,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :  -182,405:    12,508     -6,219   -125,388    -59,110    -50,529   -171,990   -182,136:   -10,415       -269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        8.4       39.3       36.9       48.8       96.8       96.4:       3.2        3.6
Old  :     100.0:      20.6        8.4       39.3       36.9       48.8       96.8       96.4:       3.2        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       148        130        206        101        110        352        357:
Old  :       408:       148        130        206        101        110        352        357:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.5       13.0       21.2       21.7       10.2        7.0       14.4       11.9
Old  :                 11.5       13.0       21.2       21.7       10.2        7.0       14.4       11.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                             Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   125,227:    39,376     16,905     29,191     53,395     76,478    121,962    122,574:     3,265      2,653
Old  :   125,227:    39,376     16,905     29,191     53,395     76,478    121,962    122,574:     3,265      2,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :   -20,350:     1,621     -5,563     -9,288    -13,198     -5,555    -20,865    -20,405:       515         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       13.5       23.3       42.6       61.1       97.4       97.9:       2.6        2.1
Old  :     100.0:      31.4       13.5       23.3       42.6       61.1       97.4       97.9:       2.6        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          7         10         17         17         27         29:
Old  :        30:         5          7         10         17         17         27         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       48.4       79.4       71.3       37.4       34.8       45.7       43.8
Old  :                 59.4       48.4       79.4       71.3       37.4       34.8       45.7       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   137,498:    71,170      8,466      2,617     46,885     73,735    120,672     84,818:    16,826     52,680
Old  :   137,498:    71,170      8,466      2,617     46,885     73,735    120,672     84,818:    16,826     52,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       386:       308          9       -111        162        722        359        620:        27       -234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8        6.2        1.9       34.1       53.6       87.8       61.7:      12.2       38.3
Old  :     100.0:      51.8        6.2        1.9       34.1       53.6       87.8       61.7:      12.2       38.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         5          4          3         15         18         22         23:
Old  :        28:         5          4          3         15         18         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       29.5       75.9       44.0       60.6       27.7       70.8       39.7
Old  :                 62.0       29.5       75.9       44.0       60.6       27.7       70.8       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    18,606:     3,365        267      9,450      5,197      7,893     18,013     17,610:       593        996
Old  :    18,606:     3,365        267      9,450      5,197      7,893     18,013     17,610:       593        996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    -4,832:    -2,277        267     -2,378       -226     -2,760     -4,881     -4,871:        49         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        1.4       50.8       27.9       42.4       96.8       94.6:       3.2        5.4
Old  :     100.0:      18.1        1.4       50.8       27.9       42.4       96.8       94.6:       3.2        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        11          2         10         10         11         24         21:
Old  :        26:        11          2         10         10         11         24         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       46.8       72.7       71.3       25.3       26.3       32.2       31.4
Old  :                 49.2       46.8       72.7       71.3       25.3       26.3       32.2       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   177,550:    24,994        998     34,552    111,320    127,912    170,866    163,461:     6,684     14,089
Old  :   177,550:    24,994        998     34,552    111,320    127,912    170,866    163,461:     6,684     14,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :      -521:        33        -87       -322       -180        -58       -469       -467:       -52        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        0.6       19.5       62.7       72.0       96.2       92.1:       3.8        7.9
Old  :     100.0:      14.1        0.6       19.5       62.7       72.0       96.2       92.1:       3.8        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         9          1         10         23         23         33         33:
Old  :        33:         9          1         10         23         23         33         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       30.9       45.4       48.2       12.6       12.8       18.4       18.3
Old  :                 27.8       30.9       45.4       48.2       12.6       12.8       18.4       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                 Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   172,710:    16,513     75,109     64,262     86,380     27,415    167,155    166,786:     5,555      5,925
Old  :   172,710:    16,513     75,109     64,262     86,380     27,415    167,155    166,786:     5,555      5,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    -5,275:     3,761     -2,460        307     -6,738       -926     -2,670     -3,080:    -2,605     -2,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       43.5       37.2       50.0       15.9       96.8       96.6:       3.2        3.4
Old  :     100.0:       9.6       43.5       37.2       50.0       15.9       96.8       96.6:       3.2        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        18         10         25         19         18         48         43:
Old  :        49:        18         10         25         19         18         48         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       54.7       60.9       75.3       30.4       40.1       38.5       48.8
Old  :                 43.4       54.7       60.9       75.3       30.4       40.1       38.5       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    53,660:     3,228        845      7,336     33,005     30,430     43,569     38,611:    10,092     15,049
Old  :    53,660:     3,228        845      7,336     33,005     30,430     43,569     38,611:    10,092     15,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    -1,196:        70          1       -417       -834       -746     -1,180     -1,161:       -16        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        1.6       13.7       61.5       56.7       81.2       72.0:      18.8       28.0
Old  :     100.0:       6.0        1.6       13.7       61.5       56.7       81.2       72.0:      18.8       28.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          1          4         14         14         20         18:
Old  :        20:         5          1          4         14         14         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       41.6       69.5       60.5       24.8       23.0       32.1       24.3
Old  :                 46.0       41.6       69.5       60.5       24.8       23.0       32.1       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                             Code-067A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   146,683:    31,658      7,895     76,067     38,554     61,728    146,279    145,690:       404        993
Old  :   146,683:    31,658      7,895     76,067     38,554     61,728    146,279    145,690:       404        993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    10,318:     2,699      1,129     12,723     -4,888     -3,420     10,534     10,432:      -217       -115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        5.4       51.9       26.3       42.1       99.7       99.3:       0.3        0.7
Old  :     100.0:      21.6        5.4       51.9       26.3       42.1       99.7       99.3:       0.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          5          7          9         14         16         24:
Old  :        24:         5          5          7          9         14         16         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.4       72.9       96.9       90.3       21.3       13.6       21.8       17.9
Old  :                 90.4       72.9       96.9       90.3       21.3       13.6       21.8       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE                                             Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    12,926:       360          0          0     12,471     12,896     12,831     12,896:        95         30
Old  :    12,926:       360          0          0     12,471     12,896     12,831     12,896:        95         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    -2,183:         0          0          0     -2,158     -2,168     -2,158     -2,168:       -25        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        0.0        0.0       96.5       99.8       99.3       99.8:       0.7        0.2
Old  :     100.0:       2.8        0.0        0.0       96.5       99.8       99.3       99.8:       0.7        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          0          0         18         14         19         14:
Old  :        29:         1          0          0         18         14         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       73.0       82.2       92.6       59.8       73.0       78.5       90.0
Old  :                 60.0       73.0       82.2       92.6       59.8       73.0       78.5       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    28,613:    18,180     12,050      1,276      7,850     13,276     27,307     26,602:     1,306      2,011
Old  :    28,613:    18,180     12,050      1,276      7,850     13,276     27,307     26,602:     1,306      2,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :      -435:      -293     -1,326        -55        -67        671       -416       -710:       -20        275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.5       42.1        4.5       27.4       46.4       95.4       93.0:       4.6        7.0
Old  :     100.0:      63.5       42.1        4.5       27.4       46.4       95.4       93.0:       4.6        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        45         60          9         30         32         80         96:
Old  :       155:        45         60          9         30         32         80         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       29.2       60.8       42.2       40.0       26.9       58.0       39.5
Old  :                 42.2       29.2       60.8       42.2       40.0       26.9       58.0       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :    79,693:    54,384     31,841      2,872     15,998     40,350     73,254     75,063:     6,439      4,630
Old  :    79,693:    54,384     31,841      2,872     15,998     40,350     73,254     75,063:     6,439      4,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     5,324:     3,481      3,891       -103        617        997      3,996      4,785:     1,328        538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.2       40.0        3.6       20.1       50.6       91.9       94.2:       8.1        5.8
Old  :     100.0:      68.2       40.0        3.6       20.1       50.6       91.9       94.2:       8.1        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:       111         80         26         34         40        161        136:
Old  :       254:       111         80         26         34         40        161        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       29.1       36.3       41.7       23.7       29.0       36.3       41.5
Old  :                 23.7       29.1       36.3       41.7       23.7       29.0       36.3       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   396,935:   115,616     49,848     77,521    185,205    248,879    378,343    376,248:    18,592     20,686
Old  :   396,935:   115,616     49,848     77,521    185,205    248,879    378,343    376,248:    18,592     20,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    18,153:     4,137      4,131      5,932      7,539      9,234     17,608     19,297:       545     -1,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       12.6       19.5       46.7       62.7       95.3       94.8:       4.7        5.2
Old  :     100.0:      29.1       12.6       19.5       46.7       62.7       95.3       94.8:       4.7        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        76         52         70         86         99        200        191:
Old  :       239:        76         52         70         86         99        200        191:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       17.9       26.9       28.6       13.3       11.1       19.2       17.2
Old  :                 16.9       17.9       26.9       28.6       13.3       11.1       19.2       17.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    13,877:     4,399        501        933      6,088      9,435     11,420     10,869:     2,457      3,008
Old  :    13,877:     4,399        501        933      6,088      9,435     11,420     10,869:     2,457      3,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :        10:       143       -185       -170         68        464         41        109:       -31        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        3.6        6.7       43.9       68.0       82.3       78.3:      17.7       21.7
Old  :     100.0:      31.7        3.6        6.7       43.9       68.0       82.3       78.3:      17.7       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         6          1          4         12         10         19         14:
Old  :        25:         6          1          4         12         10         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       46.1       55.1       65.9       32.5       46.1       52.6       61.1
Old  :                 32.8       46.1       55.1       65.9       32.5       46.1       52.6       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    18,620:         0      2,645          0     17,700     13,965     17,700     16,610:       920      2,010
Old  :    18,620:         0      2,645          0     17,700     13,965     17,700     16,610:       920      2,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       595:         0          0          0        555        255        555        255:        40        340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       14.2        0.0       95.1       75.0       95.1       89.2:       4.9       10.8
Old  :     100.0:       0.0       14.2        0.0       95.1       75.0       95.1       89.2:       4.9       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          2          0         13         19         13         21:
Old  :        23:         0          2          0         13         19         13         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       43.5       88.1       60.4       48.0       33.5       60.0       44.9
Old  :                 67.2       43.5       88.1       60.4       48.0       33.5       60.0       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE                                           Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1000 U.S. Barrels)                                                        :
     :          :                                                                            :
All  :     7,907:         0        458        570      6,236      5,244      6,806      6,272:     1,101      1,635
Old  :     7,907:         0        458        570      6,236      5,244      6,806      6,272:     1,101      1,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.8        7.2       78.9       66.3       86.1       79.3:      13.9       20.7
Old  :     100.0:       0.0        5.8        7.2       78.9       66.3       86.1       79.3:      13.9       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          2          2         16         12         18         15:
Old  :        20:         0          2          2         16         12         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       41.4       66.8       60.3       36.2       36.5       50.9       44.9
Old  :                 45.9       41.4       66.8       60.3       36.2       36.5       50.9       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE                                           Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    19,337:     3,302      1,749      3,835      9,444     12,216     16,581     17,800:     2,756      1,537
Old  :    19,337:     3,302      1,749      3,835      9,444     12,216     16,581     17,800:     2,756      1,537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       -58:       150          0          0       -225        150        -75        150:        17       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        9.0       19.8       48.8       63.2       85.7       92.1:      14.3        7.9
Old  :     100.0:      17.1        9.0       19.8       48.8       63.2       85.7       92.1:      14.3        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          2          5         13         17         19         22:
Old  :        25:         4          2          5         13         17         19         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       35.2       59.9       56.5       27.0       25.1       39.3       40.0
Old  :                 39.6       35.2       59.9       56.5       27.0       25.1       39.3       40.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE                                                 Code-111A47
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     7,103:       507        194        495      3,510      4,464      4,512      5,153:     2,591      1,950
Old  :     7,103:       507        194        495      3,510      4,464      4,512      5,153:     2,591      1,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       306:       -32       -180         27        195        444        190        291:       116         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        2.7        7.0       49.4       62.8       63.5       72.5:      36.5       27.5
Old  :     100.0:       7.1        2.7        7.0       49.4       62.8       63.5       72.5:      36.5       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          1          4         11         13         16         17:
Old  :        20:         4          1          4         11         13         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       36.6       47.7       51.7       22.9       21.3       30.0       34.9
Old  :                 28.3       36.6       47.7       51.7       22.9       21.3       30.0       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                                                    Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20 SHORT TONS)                                               :
     :          :                                                                            :
All  :    21,843:    11,777     17,477        665      9,334      3,701     21,776     21,843:        67          0
Old  :    21,843:    11,777     17,477        665      9,334      3,701     21,776     21,843:        67          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       615:      -300       -100        565        350        150        615        615:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.9       80.0        3.0       42.7       16.9       99.7      100.0:       0.3        0.0
Old  :     100.0:      53.9       80.0        3.0       42.7       16.9       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         9          7          2         11          8         21         16:
Old  :        30:         9          7          2         11          8         21         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2       82.0       84.6       93.9       64.2       80.8       80.4       90.6
Old  :                 64.2       82.0       84.6       93.9       64.2       80.8       80.4       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE                                           Code-195651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500 DRY METRIC TONS)                                         :
     :          :                                                                            :
All  :    18,365:     7,789      7,372      6,083      3,751      4,390     17,623     17,845:       742        520
Old  :    18,365:     7,789      7,372      6,083      3,751      4,390     17,623     17,845:       742        520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :      -158:      -210       -110       -156         88        162       -278       -104:       120        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       40.1       33.1       20.4       23.9       96.0       97.2:       4.0        2.8
Old  :     100.0:      42.4       40.1       33.1       20.4       23.9       96.0       97.2:       4.0        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        19         22         27          5          9         38         45:
Old  :        51:        19         22         27          5          9         38         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       31.0       55.7       48.3       25.0       18.1       37.3       30.5
Old  :                 35.7       31.0       55.7       48.3       25.0       18.1       37.3       30.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE                                           Code-195653
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500 DRY METRIC TONS)                                         :
     :          :                                                                            :
All  :    12,408:     2,156      2,882      7,825      2,407      1,701     12,388     12,408:        20          0
Old  :    12,408:     2,156      2,882      7,825      2,407      1,701     12,388     12,408:        20          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :      -103:         3         13       -107         -2         -9       -105       -103:         3          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       23.2       63.1       19.4       13.7       99.8      100.0:       0.2        0.0
Old  :     100.0:      17.4       23.2       63.1       19.4       13.7       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6         10         13          5          6         18         22:
Old  :        23:         6         10         13          5          6         18         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       67.8       85.3       86.4       22.5       19.3       24.7       23.3
Old  :                 59.5       67.8       85.3       86.4       22.5       19.3       24.7       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    35,987:     3,568          0          0     32,239     35,977     35,807     35,977:       180         10
Old  :    35,987:     3,568          0          0     32,239     35,977     35,807     35,977:       180         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       530:      -165          0          0        580        520        415        520:       115         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        0.0        0.0       89.6      100.0       99.5      100.0:       0.5        0.0
Old  :     100.0:       9.9        0.0        0.0       89.6      100.0       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         6          0          0         24         22         30         22:
Old  :        36:         6          0          0         24         22         30         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       51.4       61.2       80.2       31.5       37.0       46.9       55.9
Old  :                 35.6       51.4       61.2       80.2       31.5       37.0       46.9       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     9,059:     2,540      2,746        184      6,323      6,129      9,047      9,059:        12          0
Old  :     9,059:     2,540      2,746        184      6,323      6,129      9,047      9,059:        12          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       -40:         0          0        -40          0          0        -40        -40:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       30.3        2.0       69.8       67.7       99.9      100.0:       0.1        0.0
Old  :     100.0:      28.0       30.3        2.0       69.8       67.7       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          5          3         11         10         16         15:
Old  :        22:         2          5          3         11         10         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       75.8       86.4       91.5       58.7       67.0       78.7       80.1
Old  :                 62.1       75.8       86.4       91.5       58.7       67.0       78.7       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    15,517:     1,679      5,210        323     12,548      9,888     14,550     15,421:       967         96
Old  :    15,517:     1,679      5,210        323     12,548      9,888     14,550     15,421:       967         96
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :      -340:       158        217       -600        307         43       -135       -340:      -205          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       33.6        2.1       80.9       63.7       93.8       99.4:       6.2        0.6
Old  :     100.0:      10.8       33.6        2.1       80.9       63.7       93.8       99.4:       6.2        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         5          6          4         22         18         29         26:
Old  :        36:         5          6          4         22         18         29         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       50.3       67.1       72.4       41.4       47.0       54.9       64.5
Old  :                 50.1       50.3       67.1       72.4       41.4       47.0       54.9       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    12,934:     1,708      2,312        538     10,093      9,826     12,339     12,676:       595        258
Old  :    12,934:     1,708      2,312        538     10,093      9,826     12,339     12,676:       595        258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       179:         0         45         18        147         65        165        128:        14         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       17.9        4.2       78.0       76.0       95.4       98.0:       4.6        2.0
Old  :     100.0:      13.2       17.9        4.2       78.0       76.0       95.4       98.0:       4.6        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         6          8          7         18         23         30         33:
Old  :        42:         6          8          7         18         23         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       40.7       75.7       62.4       40.0       37.7       57.0       52.5
Old  :                 51.0       40.7       75.7       62.4       40.0       37.7       57.0       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE                                           Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (100 METRIC TONS)                                                          :
     :          :                                                                            :
All  :     2,190:       871        480        290        884      1,170      2,045      1,940:       145        250
Old  :     2,190:       871        480        290        884      1,170      2,045      1,940:       145        250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :        60:       -50         20         20         30         30          0         70:        60        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       21.9       13.2       40.4       53.4       93.4       88.6:       6.6       11.4
Old  :     100.0:      39.8       21.9       13.2       40.4       53.4       93.4       88.6:       6.6       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         5          9          5         13         12         21         23:
Old  :        32:         5          9          5         13         12         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       45.8       70.1       59.6       44.3       43.2       58.0       52.3
Old  :                 54.2       45.8       70.1       59.6       44.3       43.2       58.0       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE                                              Code-022A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     9,832:     1,632      1,732        152      7,604      7,908      9,388      9,792:       444         40
Old  :     9,832:     1,632      1,732        152      7,604      7,908      9,388      9,792:       444         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :        30:         0          0          0         30         30         30         30:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       17.6        1.5       77.3       80.4       95.5       99.6:       4.5        0.4
Old  :     100.0:      16.6       17.6        1.5       77.3       80.4       95.5       99.6:       4.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          3          4         11         10         15         16:
Old  :        20:         3          3          4         11         10         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       79.2       83.1       91.3       59.3       73.3       72.6       81.4
Old  :                 64.7       79.2       83.1       91.3       59.3       73.3       72.6       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE                                                  Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    32,484:     4,406      2,378      3,254     19,792     20,954     27,452     26,586:     5,032      5,898
Old  :    32,484:     4,406      2,378      3,254     19,792     20,954     27,452     26,586:     5,032      5,898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       630:         0       -417        448        165      1,007        613      1,038:        17       -408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        7.3       10.0       60.9       64.5       84.5       81.8:      15.5       18.2
Old  :     100.0:      13.6        7.3       10.0       60.9       64.5       84.5       81.8:      15.5       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          3          5         17         19         23         24:
Old  :        28:         3          3          5         17         19         23         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       41.3       57.2       58.7       31.2       29.7       47.0       41.2
Old  :                 33.2       41.3       57.2       58.7       31.2       29.7       47.0       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 25, 2015