GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,676 COMMITMENTS 8,520 2,462 2,555 36,971 43,460 48,046 48,477 630 199 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 5,013) 389 195 938 3,578 3,772 4,905 4,905 108 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 5.1 5.2 76.0 89.3 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 6 5 32 41 38 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,015 COMMITMENTS 0 50 0 5,951 5,958 5,951 6,008 64 7 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 422) 0 0 0 424 415 424 415 -2 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 98.9 99.1 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 18 16 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,013 COMMITMENTS 610 65 403 10,985 11,753 11,998 12,221 1,015 792 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,831) -26 -15 48 1,844 1,862 1,866 1,895 -35 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.5 3.1 84.4 90.3 92.2 93.9 7.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 4 31 32 36 36 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,503 COMMITMENTS 184 666 313 3,346 2,912 3,843 3,891 660 612 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 479) -5 109 40 403 392 438 541 41 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 14.8 7.0 74.3 64.7 85.3 86.4 14.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 4 24 26 28 31 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,673 COMMITMENTS 652 116 424 3,970 4,522 5,046 5,062 627 611 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 904) 67 16 158 725 778 950 952 -46 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 2.0 7.5 70.0 79.7 88.9 89.2 11.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 5 28 31 33 36 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,268 COMMITMENTS 622 1,097 295 5,267 5,409 6,184 6,801 1,084 467 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 441) -20 -8 145 272 323 397 460 44 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 15.1 4.1 72.5 74.4 85.1 93.6 14.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 8 5 29 30 37 39 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,497 COMMITMENTS 0 620 40 911 657 951 1,317 546 180 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 200) 0 100 40 160 95 200 235 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 41.4 2.7 60.9 43.9 63.5 88.0 36.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 7 1 12 9 13 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,019 COMMITMENTS 283 5,250 2,675 30,952 26,094 33,910 34,019 109 0 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,556) 0 430 685 1,871 1,441 2,556 2,556 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 15.4 7.9 91.0 76.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 2 28 21 33 24 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,893 COMMITMENTS 688 463 356 3,371 3,831 4,415 4,650 478 243 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 278) -30 23 46 200 175 216 244 62 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 9.5 7.3 68.9 78.3 90.2 95.0 9.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 4 4 18 15 24 20 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,031 COMMITMENTS 332 0 331 3,191 3,519 3,854 3,850 177 181 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 310) -80 0 150 195 140 265 290 45 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.0 8.2 79.2 87.3 95.6 95.5 4.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 17 17 19 19 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 423,906 COMMITMENTS 66,500 97,533 96,193 216,588 191,197 379,282 384,923 44,625 38,983 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 11,861) -1,447 -1,477 -182 10,117 14,418 8,488 12,760 3,374 -898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 23.0 22.7 51.1 45.1 89.5 90.8 10.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 44 47 58 78 80 159 154 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,763 COMMITMENTS 0 500 0 38,842 45,327 38,842 45,827 13,921 6,936 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 4,103) 0 0 0 2,401 3,488 2,401 3,488 1,702 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 73.6 85.9 73.6 86.9 26.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 21 21 21 22 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,028,439 COMMITMENTS 222,262 448,901 347,642 394,496 200,044 964,400 996,587 64,039 31,852 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -38,212) -10,272 4,770 -23,408 -76 -12,852 -33,755 -31,490 -4,456 -6,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 43.6 33.8 38.4 19.5 93.8 96.9 6.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 102 114 138 67 56 260 230 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,129,077 COMMITMENTS 85,363 46,202 428,697 609,299 650,400 1123359 1125300 5,718 3,777 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -130,669) 1,520 -15,265 -70,137 -61,063 -43,698 -129,680 -129,100 -989 -1,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 4.1 38.0 54.0 57.6 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 34 36 60 51 49 116 114 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 445,700 COMMITMENTS 209,076 156,495 77,559 151,500 202,529 438,135 436,583 7,565 9,117 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 14,141) 10,270 16,128 392 3,143 -2,746 13,804 13,774 337 367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.9 35.1 17.4 34.0 45.4 98.3 98.0 1.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 20 12 27 38 34 70 62 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 102,004 COMMITMENTS 18,397 23,156 25,358 53,119 46,400 96,874 94,914 5,130 7,090 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 15,015) 3,634 5,831 5,812 5,312 4,238 14,758 15,881 257 -866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 22.7 24.9 52.1 45.5 95.0 93.0 5.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 14 12 17 18 19 39 41 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 34,371 COMMITMENTS 14,679 12,325 16,224 3,437 5,718 34,339 34,267 32 104 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -1,093) -167 47 -535 -373 -583 -1,075 -1,071 -17 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 35.9 47.2 10.0 16.6 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 12 13 17 13 14 33 36 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,804,808 COMMITMENTS 780,578 126,122 202,936 762,560 1440010 1746074 1769068 58,734 35,740 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 43,987) 5,114 5,188 12,768 24,230 26,107 42,112 44,063 1,875 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 7.0 11.2 42.3 79.8 96.7 98.0 3.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 24 18 34 58 53 97 92 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 614,433 COMMITMENTS 36,024 142,975 127,929 445,440 340,170 609,393 611,074 5,040 3,359 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 28,088) 6,311 10,493 9,224 12,746 8,222 28,281 27,939 -193 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 23.3 20.8 72.5 55.4 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 15 21 27 38 37 69 69 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 103,425 COMMITMENTS 55,905 47,900 15,743 30,527 38,583 102,175 102,226 1,250 1,199 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 6,830) 505 979 2,194 4,131 3,672 6,830 6,845 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.1 46.3 15.2 29.5 37.3 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 17 17 18 20 17 47 42 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,814 COMMITMENTS 20,156 19,659 2,063 10,535 11,357 32,754 33,079 1,060 735 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 240) -90 -312 192 148 380 250 260 -10 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.6 58.1 6.1 31.2 33.6 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 12 14 11 12 32 33 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 43,520 COMMITMENTS 3,012 1,373 4,257 35,630 37,313 42,899 42,943 621 577 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,052) -80 -135 8 2,182 2,228 2,111 2,102 -60 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 3.2 9.8 81.9 85.7 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 7 12 10 46 59 59 76 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,745 COMMITMENTS 0 25 0 2,670 2,640 2,670 2,665 75 80 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 97.3 96.2 97.3 97.1 2.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 13 13 14 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,959 COMMITMENTS 394 720 669 3,530 3,309 4,593 4,698 366 261 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 153) -110 -29 43 110 130 43 144 110 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 14.5 13.5 71.2 66.7 92.6 94.7 7.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 6 7 23 31 32 40 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,001 COMMITMENTS 1,126 0 132 20,025 21,298 21,283 21,430 2,717 2,571 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -114) 0 0 0 -51 -75 -51 -75 -63 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.0 0.5 83.4 88.7 88.7 89.3 11.3 10.7 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 01/27/15 | --------------------------------------------------------------| 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 01/20/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 01/27/15 | --------------------------------------------------------------| 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 01/20/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,022,988 COMMITMENTS 0 308,720 0 3022988 2714268 3022988 3022988 0 0 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 990) 0 0 0 990 990 990 990 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.2 0.0 100.0 89.8 100.0 100.0 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 01/27/15 | --------------------------------------------------------------| 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 01/20/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 602,574 COMMITMENTS 117,904 0 0 484,670 602,574 602,574 602,574 0 0 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 0.0 0.0 80.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 12 13 14 13 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| 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 01/20/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,704 COMMITMENTS 447 162 0 7,917 8,407 8,364 8,569 340 135 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,320) 48 0 0 1,272 1,320 1,320 1,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 1.9 0.0 91.0 96.6 96.1 98.4 3.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 14 15 16 16 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 71,734 COMMITMENTS 3,224 6,107 955 66,632 64,231 70,811 71,293 923 441 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 660) -513 285 255 822 132 564 672 96 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 8.5 1.3 92.9 89.5 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 11 3 7 44 46 58 54 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,168 COMMITMENTS 573 2,737 281 19,854 17,898 20,708 20,916 460 252 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,108) 40 45 78 1,039 961 1,157 1,084 -49 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 12.9 1.3 93.8 84.6 97.8 98.8 2.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 3 31 26 34 31 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,997 COMMITMENTS 170 1,423 1,997 11,418 10,445 13,585 13,865 412 132 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 357) 0 -40 160 -58 222 102 342 255 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 10.2 14.3 81.6 74.6 97.1 99.1 2.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 3 21 21 25 25 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,570 COMMITMENTS 546 924 44 10,391 10,517 10,981 11,485 589 85 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 305) 42 -5 -2 230 299 270 292 35 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 8.0 0.4 89.8 90.9 94.9 99.3 5.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 3 22 19 26 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,610,239 COMMITMENTS 502,295 178,114 1093744 914,343 1254706 2510381 2526564 99,858 83,675 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 112,718) 15,673 16,135 39,537 57,522 64,356 112,732 120,027 -14 -7,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 6.8 41.9 35.0 48.1 96.2 96.8 3.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451) 161 153 219 99 108 390 370 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 194,877 COMMITMENTS 41,115 72,824 54,730 89,944 60,936 185,789 188,490 9,088 6,387 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 27,663) 4,848 -9,126 15,325 4,875 20,770 25,048 26,968 2,616 695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 37.4 28.1 46.2 31.3 95.3 96.7 4.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 6 6 14 12 20 21 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,206 COMMITMENTS 61,431 14,031 1,848 41,058 70,191 104,337 86,070 23,869 42,136 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,836) 1,702 278 143 1,224 1,563 3,069 1,984 -233 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.9 10.9 1.4 32.0 54.7 81.4 67.1 18.6 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 6 4 14 15 21 23 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,213 COMMITMENTS 5,804 705 18,992 8,689 13,397 33,485 33,094 728 1,119 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 543) 556 -35 149 -165 400 540 513 3 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 2.1 55.5 25.4 39.2 97.9 96.7 2.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 7 12 10 9 27 23 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 240,130 COMMITMENTS 25,996 3,040 51,717 143,233 164,060 220,946 218,817 19,184 21,313 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -579) -861 -44 -319 721 -115 -459 -478 -120 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 1.3 21.5 59.6 68.3 92.0 91.1 8.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 3 10 21 21 31 31 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 184,592 COMMITMENTS 9,293 62,947 81,585 89,076 33,271 179,955 177,803 4,637 6,789 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,290) -2,469 -2,082 2,447 1,080 1,219 1,058 1,585 232 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 34.1 44.2 48.3 18.0 97.5 96.3 2.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 21 14 29 15 13 48 45 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,239 COMMITMENTS 0 30 0 11,239 11,197 11,239 11,227 0 12 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -2,080) 0 -30 0 -2,080 -2,038 -2,080 -2,068 0 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 100.0 99.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 22 16 22 17 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 35,419 COMMITMENTS 25,265 5,544 1,350 6,737 27,090 33,352 33,984 2,067 1,435 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -583) -286 348 -78 -28 -907 -392 -637 -192 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.3 15.7 3.8 19.0 76.5 94.2 95.9 5.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 79 35 18 26 36 113 85 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 68,383 COMMITMENTS 48,515 12,660 532 12,918 52,579 61,965 65,770 6,418 2,612 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -3,106) -1,818 -3,392 77 -651 151 -2,391 -3,163 -714 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.9 18.5 0.8 18.9 76.9 90.6 96.2 9.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 123 41 16 33 40 163 90 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 391,391 COMMITMENTS 128,258 44,290 91,264 150,445 233,558 369,967 369,112 21,423 22,278 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -8,534) 2,728 -3,976 -4,731 -7,644 1,623 -9,647 -7,084 1,113 -1,451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 11.3 23.3 38.4 59.7 94.5 94.3 5.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 72 48 69 86 99 191 186 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,440 COMMITMENTS 5,654 6,045 1,368 6,199 5,862 13,221 13,275 3,219 3,165 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 36.8 8.3 37.7 35.7 80.4 80.7 19.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 8 9 10 18 19 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 24,977 COMMITMENTS 700 0 900 22,480 22,765 24,080 23,665 897 1,312 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 300) 50 0 150 75 -150 275 0 25 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 3.6 90.0 91.1 96.4 94.7 3.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 4 18 19 22 23 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,529 COMMITMENTS 1,804 4,919 4,216 8,928 7,973 14,948 17,108 4,581 2,421 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,170) 307 -551 1,103 337 1,112 1,747 1,664 423 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 25.2 21.6 45.7 40.8 76.5 87.6 23.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 4 5 13 14 20 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 22,498 COMMITMENTS 11,684 19,831 0 10,608 2,650 22,292 22,481 206 17 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 492) -338 -48 0 830 540 492 492 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.9 88.1 0.0 47.2 11.8 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 2 0 12 4 18 6 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 5,279 COMMITMENTS 2,963 2,939 1,278 684 839 4,925 5,056 354 223 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.1 55.7 24.2 13.0 15.9 93.3 95.8 6.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 10 8 4 4 15 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,541 COMMITMENTS 840 678 700 2,866 3,067 4,406 4,445 135 96 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -30) 50 -50 0 -80 20 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 14.9 15.4 63.1 67.5 97.0 97.9 3.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 1 13 13 18 16 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,550 COMMITMENTS 5,991 0 0 29,529 35,520 35,520 35,520 30 30 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 137) 750 0 0 -613 137 137 137 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 0.0 0.0 83.1 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 25 22 28 22 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,667 COMMITMENTS 3,539 340 652 4,458 7,663 8,649 8,655 18 12 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.8 3.9 7.5 51.4 88.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 2 13 11 18 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,108 COMMITMENTS 2,216 852 849 12,488 15,285 15,553 16,986 1,555 122 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 465) -207 -149 147 199 467 139 465 326 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 5.0 5.0 73.0 89.3 90.9 99.3 9.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 7 5 21 22 29 31 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,279 COMMITMENTS 1,717 926 626 10,508 11,610 12,851 13,162 428 117 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 939) 213 -36 91 617 884 921 939 18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 7.0 4.7 79.1 87.4 96.8 99.1 3.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 5 4 24 29 33 37 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,419 COMMITMENTS 1,030 964 390 849 920 2,269 2,274 150 145 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 72) 20 -18 0 7 110 27 92 45 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 39.9 16.1 35.1 38.0 93.8 94.0 6.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 11 6 14 15 22 28 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| 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 01/20/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11 15 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,007 COMMITMENTS 2,376 1,865 736 27,344 26,753 30,456 29,354 2,551 3,653 CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,630) 343 -163 207 2,448 3,021 2,998 3,065 -368 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 5.7 2.2 82.8 81.1 92.3 88.9 7.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 4 24 21 28 26
Updated January 30, 2015