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