GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,689 COMMITMENTS 7,212 2,199 968 26,990 32,431 35,170 35,598 519 91 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -5,271) -279 -182 56 -5,041 -5,191 -5,264 -5,317 -7 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 6.2 2.7 75.6 90.9 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 6 4 30 39 35 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,024 COMMITMENTS 0 50 0 5,014 4,974 5,014 5,024 10 0 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -622) 0 0 0 -592 -612 -592 -612 -30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 99.8 99.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 14 19 14 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,444 COMMITMENTS 370 55 270 8,002 8,455 8,642 8,780 802 664 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,297) -140 -225 -51 -2,168 -2,065 -2,359 -2,341 62 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.6 2.9 84.7 89.5 91.5 93.0 8.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 4 26 29 31 33 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,239 COMMITMENTS 147 329 241 2,168 2,010 2,556 2,580 683 659 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,076) -75 -190 33 -946 -875 -988 -1,032 -88 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 10.2 7.4 66.9 62.1 78.9 79.7 21.1 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 4 18 20 22 25 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,997 COMMITMENTS 448 65 156 2,642 3,098 3,246 3,319 751 678 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -620) 11 -55 87 -692 -618 -594 -586 -26 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 1.6 3.9 66.1 77.5 81.2 83.0 18.8 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 4 22 21 26 25 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,118 COMMITMENTS 562 1,053 74 4,441 4,328 5,077 5,455 1,041 663 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,802) -242 -231 -131 -2,141 -1,865 -2,514 -2,227 712 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 17.2 1.2 72.6 70.7 83.0 89.2 17.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 6 2 23 21 28 28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,497 COMMITMENTS 183 4,890 575 24,450 20,032 25,208 25,497 289 0 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,479) -25 639 -186 -1,321 -1,932 -1,532 -1,479 53 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 19.2 2.3 95.9 78.6 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 23 18 26 20 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,424 COMMITMENTS 767 455 205 2,952 3,617 3,924 4,277 500 147 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -655) -29 -518 142 -725 -302 -612 -678 -43 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 10.3 4.6 66.7 81.8 88.7 96.7 11.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 16 12 22 17 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 3,009 COMMITMENTS 151 0 157 2,621 2,678 2,929 2,835 80 174 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -746) -49 0 17 -644 -763 -676 -746 -70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.0 5.2 87.1 89.0 97.3 94.2 2.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 15 13 17 14 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 389,202 COMMITMENTS 61,102 83,955 90,850 196,900 174,262 348,852 349,067 40,350 40,135 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 18,067) 5,870 1,078 10,330 1,774 4,678 17,975 16,086 92 1,981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 21.6 23.3 50.6 44.8 89.6 89.7 10.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 44 44 55 76 77 158 145 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,337 COMMITMENTS 0 400 0 34,258 41,009 34,258 41,409 12,079 4,928 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -6,689) 0 -175 0 -6,524 -7,009 -6,524 -7,184 -165 495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 73.9 88.5 73.9 89.4 26.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 19 19 19 20 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 993,658 COMMITMENTS 226,653 445,765 328,998 372,354 184,243 928,004 959,005 65,653 34,652 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 29,628) 1,548 -5,922 28,444 -4,077 3,212 25,916 25,734 3,712 3,894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 44.9 33.1 37.5 18.5 93.4 96.5 6.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 101 109 136 71 56 259 223 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,156,819 COMMITMENTS 70,717 49,760 458,917 620,635 643,092 1150269 1151768 6,550 5,051 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 71,372) 2,336 8,944 41,502 27,757 21,380 71,595 71,826 -224 -455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 4.3 39.7 53.7 55.6 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 30 29 52 51 48 108 102 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 420,958 COMMITMENTS 197,597 133,680 77,284 140,485 201,512 415,365 412,476 5,592 8,481 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 5,181) 1,424 -1,753 1,412 2,353 5,270 5,189 4,929 -7 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.9 31.8 18.4 33.4 47.9 98.7 98.0 1.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 15 11 26 30 32 61 58 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 75,682 COMMITMENTS 11,447 13,545 14,944 43,808 41,141 70,199 69,630 5,483 6,052 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 3,340) 2,503 515 252 -451 2,938 2,304 3,705 1,036 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 17.9 19.7 57.9 54.4 92.8 92.0 7.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 10 8 15 16 18 32 35 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 43,506 COMMITMENTS 18,797 18,368 20,336 4,196 4,689 43,329 43,393 176 113 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 999) 937 167 571 -565 282 943 1,019 55 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 42.2 46.7 9.6 10.8 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 9 15 11 13 28 33 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,690,199 COMMITMENTS 747,177 100,891 184,686 698,564 1368471 1630427 1654048 59,772 36,151 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 2,655) -7,682 4,945 1,271 7,941 -3,722 1,530 2,494 1,125 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 6.0 10.9 41.3 81.0 96.5 97.9 3.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 22 17 35 56 52 94 92 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 566,832 COMMITMENTS 23,361 135,468 110,076 427,335 317,537 560,772 563,081 6,060 3,751 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 9,339) 342 -2,213 8,210 267 3,700 8,819 9,697 520 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 23.9 19.4 75.4 56.0 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 14 17 22 36 34 63 60 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 90,009 COMMITMENTS 60,837 46,114 8,294 19,833 34,277 88,964 88,685 1,045 1,324 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 4,502) 3,426 2,840 112 744 1,285 4,282 4,237 220 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.6 51.2 9.2 22.0 38.1 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 17 18 17 17 43 42 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,063 COMMITMENTS 17,481 20,324 2,027 10,670 7,787 30,178 30,138 885 925 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 570) 630 280 190 -505 110 315 580 255 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.3 65.4 6.5 34.3 25.1 97.2 97.0 2.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 12 13 12 12 29 33 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 35,642 COMMITMENTS 2,013 1,693 3,041 30,117 30,393 35,171 35,128 471 514 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -5,009) -1,062 -611 -449 -3,473 -3,944 -4,983 -5,003 -26 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 4.8 8.5 84.5 85.3 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 6 13 11 43 57 56 75 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,060 COMMITMENTS 449 711 567 2,733 2,556 3,749 3,834 311 226 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,146) -783 59 -185 -1,114 -2,066 -2,082 -2,192 -64 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 17.5 14.0 67.3 63.0 92.3 94.4 7.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 5 7 19 25 30 33 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,028 COMMITMENTS 1,126 0 132 20,068 21,306 21,326 21,438 2,702 2,590 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,364) -91 0 -89 -1,460 -1,604 -1,640 -1,693 276 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.0 0.5 83.5 88.7 88.8 89.2 11.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 1 19 19 22 20 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,376,921 COMMITMENTS 0 0 0 1376921 1376921 1376921 1376921 0 0 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -36,456) 0 0 0 -36,456 -36,456 -36,456 -36,456 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 16 12 16 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 142,148 COMMITMENTS 3,845 2,555 2,540 135,763 137,053 142,148 142,148 0 0 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -4,202) -220 22 -352 -3,630 -3,872 -4,202 -4,202 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 1.8 1.8 95.5 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 20 20 21 22 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,989,293 COMMITMENTS 0 308,720 0 2989293 2680573 2989293 2989293 0 0 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -49,854) -784 0 0 -49,070 -49,854 -49,854 -49,854 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.3 0.0 100.0 89.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 23 15 23 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,524 COMMITMENTS 725 147 3,729 52,070 51,473 56,524 55,349 0 1,175 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -4,356) 0 0 -220 -4,136 -4,265 -4,356 -4,485 0 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.3 6.6 92.1 91.1 100.0 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 14 12 16 14 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,525,795 COMMITMENTS 170,733 0 71,320 1283742 1454475 1525795 1525795 0 0 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -47,792) -12,120 0 0 -35,672 -47,792 -47,792 -47,792 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 0.0 4.7 84.1 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 2 16 11 18 13 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,003 COMMITMENTS 374 162 0 5,243 5,666 5,617 5,828 386 175 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,075) 1 0 0 -1,152 -1,100 -1,151 -1,100 76 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 2.7 0.0 87.3 94.4 93.6 97.1 6.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 11 12 13 13 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 68,536 COMMITMENTS 3,443 5,601 517 63,707 61,965 67,667 68,083 869 453 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -7,227) -7 -688 -321 -7,068 -6,343 -7,396 -7,352 169 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 8.2 0.8 93.0 90.4 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 10 4 7 42 44 55 52 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,925 COMMITMENTS 460 2,567 174 16,763 15,019 17,397 17,760 528 165 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -4,375) -348 -1,840 -33 -3,998 -2,437 -4,379 -4,310 4 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 14.3 1.0 93.5 83.8 97.1 99.1 2.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 3 26 24 29 29 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,902 COMMITMENTS 380 1,668 1,695 10,662 9,369 12,737 12,732 165 170 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,163) 10 -806 93 -1,338 -377 -1,235 -1,090 72 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 12.9 13.1 82.6 72.6 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 3 20 21 24 24 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,669 COMMITMENTS 504 920 38 9,567 9,579 10,109 10,537 560 132 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -668) -44 -40 10 -663 -743 -697 -773 29 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 8.6 0.4 89.7 89.8 94.8 98.8 5.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 3 18 17 22 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,500,091 COMMITMENTS 453,041 138,137 1113786 829,014 1160541 2395841 2412465 104,250 87,626 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 156,249) 23,498 20,296 89,236 30,906 39,633 143,639 149,165 12,609 7,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 5.5 44.5 33.2 46.4 95.8 96.5 4.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 169 127 202 93 102 360 345 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 153,350 COMMITMENTS 31,602 109,523 20,268 88,432 16,422 140,301 146,212 13,048 7,137 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 71.4 13.2 57.7 10.7 91.5 95.3 8.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 4 5 10 8 16 14 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,067 COMMITMENTS 59,069 14,739 1,503 38,850 67,955 99,422 84,197 25,645 40,870 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -11,272) -8,711 406 -1,320 -102 -11,983 -10,133 -12,897 -1,139 1,625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.2 11.8 1.2 31.1 54.3 79.5 67.3 20.5 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 5 3 13 14 20 20 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,323 COMMITMENTS 8,555 361 19,865 11,682 19,577 40,101 39,804 1,221 1,519 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 3,260) 929 -51 1,772 373 1,381 3,073 3,102 187 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 0.9 48.1 28.3 47.4 97.0 96.3 3.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 6 12 10 9 26 22 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 228,436 COMMITMENTS 21,246 2,800 50,078 136,372 151,458 207,697 204,337 20,739 24,099 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -14,671) 1,741 -454 -6,452 -14,581 -14,884 -19,291 -21,790 4,620 7,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 1.2 21.9 59.7 66.3 90.9 89.5 9.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 3 10 20 20 30 30 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,211 COMMITMENTS 12,832 64,326 75,162 84,500 32,009 172,493 171,496 5,718 6,714 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -42) -355 -716 142 -740 452 -952 -122 910 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 36.1 42.2 47.4 18.0 96.8 96.2 3.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 16 14 29 14 13 45 43 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,508 COMMITMENTS 0 60 0 12,508 12,424 12,508 12,484 0 24 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 104) 0 0 0 179 104 179 104 -75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 100.0 99.3 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 21 15 21 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 33,386 COMMITMENTS 24,496 3,174 947 5,871 28,446 31,314 32,567 2,072 819 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -272) -393 -331 305 -145 -208 -232 -234 -39 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.4 9.5 2.8 17.6 85.2 93.8 97.5 6.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 91 22 15 25 39 123 71 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 67,781 COMMITMENTS 46,274 18,259 681 13,736 45,644 60,690 64,584 7,090 3,197 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 2,158) 1,854 1,710 89 -159 162 1,784 1,961 374 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.3 26.9 1.0 20.3 67.3 89.5 95.3 10.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 110 45 16 40 39 155 95 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 349,255 COMMITMENTS 114,258 35,733 83,568 130,956 208,200 328,782 327,501 20,473 21,754 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 2,009) 5,994 5,161 76 -3,744 -2,840 2,327 2,398 -318 -389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 10.2 23.9 37.5 59.6 94.1 93.8 5.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 64 50 66 70 95 166 184 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 22,071 COMMITMENTS 700 0 350 19,849 20,724 20,899 21,074 1,172 997 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,813) 125 0 -275 -2,494 -2,437 -2,644 -2,712 -169 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 1.6 89.9 93.9 94.7 95.5 5.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 3 15 18 18 21 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,636 COMMITMENTS 12,022 19,432 0 9,383 2,187 21,405 21,619 231 17 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,100) -764 -1,343 -47 -1,322 -710 -2,133 -2,100 33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.6 89.8 0.0 43.4 10.1 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 0 10 5 16 7 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,421 COMMITMENTS 790 478 800 2,696 3,047 4,286 4,325 135 96 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,000) -135 -78 -130 -774 -888 -1,039 -1,096 39 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 10.8 18.1 61.0 68.9 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 1 11 12 16 15 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,850 COMMITMENTS 4,996 0 0 29,824 34,820 34,820 34,820 30 30 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -4,643) -417 0 0 -4,206 -4,673 -4,623 -4,673 -20 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 0.0 0.0 85.6 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 26 22 29 22 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,084 COMMITMENTS 1,951 863 649 12,235 14,452 14,835 15,964 1,249 120 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,005) 59 -55 -514 -2,486 -1,454 -2,941 -2,023 936 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 5.4 4.0 76.1 89.9 92.2 99.3 7.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 7 4 19 18 24 26 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,840 COMMITMENTS 795 949 496 10,175 10,206 11,466 11,651 374 189 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,352) -420 -43 -98 -2,014 -2,294 -2,532 -2,435 180 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 8.0 4.2 85.9 86.2 96.8 98.4 3.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 3 3 21 24 27 30 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,977 COMMITMENTS 910 642 360 577 790 1,847 1,792 130 185 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -890) -548 102 -142 -290 -795 -980 -835 90 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.0 32.5 18.2 29.2 40.0 93.4 90.6 6.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 8 4 8 12 15 22 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,913 COMMITMENTS 1,812 2,151 456 12,033 12,210 14,301 14,817 612 96 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,119) -270 96 -176 -833 -1,084 -1,279 -1,164 160 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 14.4 3.1 80.7 81.9 95.9 99.4 4.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 4 10 10 15 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,568 COMMITMENTS 1,140 1,085 936 22,267 20,852 24,343 22,873 2,225 3,695 CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -6,014) -763 -784 -322 -4,744 -4,876 -5,829 -5,982 -185 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 4.1 3.5 83.8 78.5 91.6 86.1 8.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 17 17 21 21
Updated January 9, 2015