GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,341 COMMITMENTS 8,794 2,322 4,430 32,591 39,532 45,815 46,284 526 57 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,335) 274 -140 1,875 -4,380 -3,928 -2,231 -2,193 -104 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 5.0 9.6 70.3 85.3 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 6 5 27 38 33 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,368 COMMITMENTS 0 0 0 4,346 4,368 4,346 4,368 22 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,647) 0 -50 0 -1,605 -1,590 -1,605 -1,640 -42 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 17 16 17 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,708 COMMITMENTS 550 145 413 9,785 10,391 10,748 10,949 960 759 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,305) -60 80 10 -1,200 -1,362 -1,250 -1,272 -55 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 1.2 3.5 83.6 88.8 91.8 93.5 8.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 7 30 32 38 39 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,578 COMMITMENTS 85 477 253 2,637 2,273 2,975 3,003 603 575 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -925) -99 -189 -60 -709 -639 -868 -888 -57 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 13.3 7.1 73.7 63.5 83.1 83.9 16.9 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 3 23 24 26 29 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,424 COMMITMENTS 406 100 403 3,062 3,386 3,871 3,889 553 535 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,249) -246 -16 -21 -908 -1,136 -1,175 -1,173 -74 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 2.3 9.1 69.2 76.5 87.5 87.9 12.5 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 3 25 24 28 27 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,080 COMMITMENTS 520 600 366 4,076 4,404 4,962 5,370 1,118 710 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,188) -102 -497 71 -1,191 -1,005 -1,222 -1,431 34 243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 9.9 6.0 67.0 72.4 81.6 88.3 18.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 7 8 23 30 34 40 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,391 COMMITMENTS 277 546 90 716 697 1,083 1,333 308 58 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -106) 277 -74 50 -195 40 132 16 -238 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 39.3 6.5 51.5 50.1 77.9 95.8 22.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 2 10 11 13 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,410 COMMITMENTS 258 5,428 3,723 29,341 24,259 33,322 33,410 88 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -609) -25 178 1,048 -1,611 -1,835 -588 -609 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 16.2 11.1 87.8 72.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 2 28 20 33 23 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,492 COMMITMENTS 785 723 295 2,876 3,199 3,956 4,217 536 275 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -401) 97 260 -61 -495 -632 -459 -433 58 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 16.1 6.6 64.0 71.2 88.1 93.9 11.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 3 13 14 19 18 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 415,842 COMMITMENTS 66,141 99,755 95,112 210,277 182,673 371,530 377,540 44,312 38,302 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -8,064) -359 2,222 -1,081 -6,311 -8,524 -7,752 -7,383 -312 -681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 24.0 22.9 50.6 43.9 89.3 90.8 10.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 45 51 54 77 77 154 154 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,781 COMMITMENTS 0 650 0 32,816 40,478 32,816 41,128 13,965 5,653 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -5,982) 0 150 0 -6,026 -4,849 -6,026 -4,699 44 -1,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.0 70.1 86.5 70.1 87.9 29.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 18 20 18 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,046,728 COMMITMENTS 234,759 473,305 336,771 413,530 203,976 985,060 1014052 61,668 32,676 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 18,289) 12,497 24,404 -10,871 19,033 3,932 20,660 17,465 -2,371 824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 45.2 32.2 39.5 19.5 94.1 96.9 5.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 95 113 139 69 54 256 229 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,177,781 COMMITMENTS 94,992 55,693 447,233 629,897 670,414 1172123 1173341 5,659 4,441 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 48,704) 9,629 9,491 18,536 20,598 20,013 48,763 48,041 -59 664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 4.7 38.0 53.5 56.9 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 37 36 61 54 53 121 120 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 421,538 COMMITMENTS 194,894 143,362 77,170 142,547 192,556 414,611 413,088 6,926 8,449 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -24,162) -14,182 -13,133 -389 -8,952 -9,973 -23,523 -23,495 -639 -668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.2 34.0 18.3 33.8 45.7 98.4 98.0 1.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 16 16 26 31 33 63 59 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 103,392 COMMITMENTS 27,031 37,088 16,650 55,914 42,718 99,595 96,456 3,797 6,936 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,388) 8,634 13,932 -8,708 2,795 -3,682 2,721 1,542 -1,333 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 35.9 16.1 54.1 41.3 96.3 93.3 3.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 14 18 19 19 41 41 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 41,534 COMMITMENTS 17,312 14,043 20,479 3,672 6,639 41,462 41,161 72 373 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 7,163) 2,633 1,718 4,255 235 921 7,123 6,894 40 269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 33.8 49.3 8.8 16.0 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 13 18 13 15 34 38 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,742,109 COMMITMENTS 747,787 115,685 190,990 744,562 1398842 1683339 1705517 58,770 36,592 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -62,699) -32,791 -10,437 -11,946 -17,998 -41,168 -62,735 -63,551 36 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.9 6.6 11.0 42.7 80.3 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 27 16 36 54 50 94 91 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 578,041 COMMITMENTS 26,546 142,342 120,649 425,990 311,070 573,185 574,061 4,856 3,980 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -36,392) -9,478 -633 -7,280 -19,450 -29,100 -36,208 -37,013 -184 621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 24.6 20.9 73.7 53.8 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 14 18 24 37 36 65 64 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 99,963 COMMITMENTS 53,237 41,937 17,108 28,281 39,415 98,626 98,460 1,337 1,503 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -3,462) -2,668 -5,963 1,365 -2,246 832 -3,549 -3,766 87 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.3 42.0 17.1 28.3 39.4 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 19 14 18 18 17 44 42 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,252 COMMITMENTS 18,104 16,654 2,468 9,720 11,370 30,292 30,492 960 760 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,562) -2,052 -3,005 405 -815 13 -2,462 -2,587 -100 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.9 53.3 7.9 31.1 36.4 96.9 97.6 3.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 18 10 13 13 13 33 34 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 1,911 COMMITMENTS 416 516 832 657 561 1,905 1,909 6 2 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 27.0 43.5 34.4 29.4 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 8 9 5 4 17 15 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 41,023 COMMITMENTS 2,484 637 4,362 33,696 35,452 40,542 40,451 481 572 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,497) -528 -736 105 -1,934 -1,861 -2,356 -2,492 -140 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 1.6 10.6 82.1 86.4 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 7 8 8 47 57 58 69 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,565 COMMITMENTS 0 75 0 2,515 2,470 2,515 2,545 50 20 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -180) 0 50 0 -155 -170 -155 -120 -25 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.0 98.1 96.3 98.1 99.2 1.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 13 12 13 13 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,691 COMMITMENTS 125 1,026 314 2,986 2,136 3,425 3,476 266 215 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,268) -269 306 -355 -544 -1,173 -1,168 -1,222 -100 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 27.8 8.5 80.9 57.9 92.8 94.2 7.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 6 5 18 28 24 37 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,460 COMMITMENTS 938 0 218 18,646 19,800 19,802 20,018 2,658 2,442 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,541) -188 0 86 -1,379 -1,498 -1,481 -1,412 -59 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.0 1.0 83.0 88.2 88.2 89.1 11.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 2 19 18 22 20 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,349,585 COMMITMENTS 0 0 0 1349585 1349585 1349585 1349585 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -27,336) 0 0 0 -27,336 -27,336 -27,336 -27,336 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 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 138,704 COMMITMENTS 3,635 2,450 2,540 132,529 133,714 138,704 138,704 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -3,444) -210 -105 0 -3,234 -3,339 -3,444 -3,444 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 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 19 21 21 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,939,400 COMMITMENTS 0 292,400 0 2939400 2647000 2939400 2939400 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -83,588) 0 -16,320 0 -83,588 -67,268 -83,588 -83,588 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.9 0.0 100.0 90.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 15 22 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,004 COMMITMENTS 746 42 3,603 49,655 49,268 54,004 52,913 0 1,091 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,520) 21 -105 -126 -2,415 -2,205 -2,520 -2,436 0 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.1 6.7 91.9 91.2 100.0 98.0 0.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 14 12 16 14 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,452,355 COMMITMENTS 154,821 0 70,912 1226622 1381443 1452355 1452355 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -73,440) -15,912 0 -408 -57,120 -73,032 -73,440 -73,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 0.0 4.9 84.5 95.1 100.0 100.0 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 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,916 COMMITMENTS 173 162 0 6,573 6,634 6,746 6,796 170 120 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,788) -274 0 0 -1,344 -1,773 -1,618 -1,773 -170 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 2.3 0.0 95.0 95.9 97.5 98.3 2.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 14 14 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 74,712 COMMITMENTS 1,923 6,860 1,891 69,535 64,796 73,349 73,547 1,363 1,165 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,978) -1,301 753 936 2,903 565 2,538 2,254 440 724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 9.2 2.5 93.1 86.7 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 8 7 6 45 46 58 54 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,431 COMMITMENTS 349 2,340 277 17,148 15,541 17,774 18,158 657 273 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,737) -224 -397 -4 -2,706 -2,357 -2,934 -2,758 197 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 12.7 1.5 93.0 84.3 96.4 98.5 3.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 3 29 25 32 31 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,654 COMMITMENTS 155 1,841 1,663 10,679 8,956 12,497 12,460 157 194 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,343) -15 418 -334 -739 -1,489 -1,088 -1,405 -255 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 14.5 13.1 84.4 70.8 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 4 18 17 23 21 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,450 COMMITMENTS 545 789 37 8,340 8,550 8,922 9,376 528 74 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,120) -1 -135 -7 -2,051 -1,967 -2,059 -2,109 -61 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 8.3 0.4 88.3 90.5 94.4 99.2 5.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 3 21 18 25 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,727,047 COMMITMENTS 489,420 161,369 1163294 980,174 1307845 2632888 2632508 94,159 94,539 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 116,808) -12,875 -16,745 69,550 65,831 53,139 122,507 105,944 -5,698 10,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 5.9 42.7 35.9 48.0 96.5 96.5 3.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458) 151 167 233 107 109 400 387 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 197,737 COMMITMENTS 39,470 74,147 55,687 96,985 60,909 192,142 190,742 5,595 6,995 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,860) -1,645 1,323 956 7,041 -27 6,353 2,252 -3,493 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 37.5 28.2 49.0 30.8 97.2 96.5 2.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 5 6 16 14 22 22 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,681 COMMITMENTS 61,060 14,596 1,494 41,746 70,360 104,300 86,450 20,381 38,231 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -3,525) -371 565 -354 688 169 -37 380 -3,488 -3,905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.0 11.7 1.2 33.5 56.4 83.7 69.3 16.3 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 2 14 14 20 21 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,346 COMMITMENTS 2,935 671 19,497 9,971 12,125 32,403 32,293 943 1,053 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -867) -2,869 -34 505 1,282 -1,272 -1,082 -801 216 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 2.0 58.5 29.9 36.4 97.2 96.8 2.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 9 13 11 10 28 25 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,159 COMMITMENTS 18,044 1,953 43,556 125,970 139,567 187,570 185,076 16,590 19,083 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -35,971) -7,953 -1,087 -8,161 -17,263 -24,493 -33,376 -33,741 -2,594 -2,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 1.0 21.3 61.7 68.4 91.9 90.7 8.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 2 10 21 21 31 31 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 184,049 COMMITMENTS 9,798 58,768 83,115 85,678 35,652 178,591 177,535 5,458 6,514 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -543) 505 -4,178 1,530 -3,399 2,381 -1,364 -268 821 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 31.9 45.2 46.6 19.4 97.0 96.5 3.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 19 15 32 14 12 49 45 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,329 COMMITMENTS 2,445 665 766 4,877 2,847 8,088 4,277 241 4,052 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 8.0 9.2 58.6 34.2 97.1 51.4 2.9 48.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 4 4 7 4 17 11 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,158 COMMITMENTS 1,224 1,613 8,371 3,017 2,507 12,612 12,491 546 667 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 12.3 63.6 22.9 19.1 95.8 94.9 4.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 5 5 8 10 14 17 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,074 COMMITMENTS 0 30 0 12,074 12,032 12,074 12,062 0 12 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 835) 0 0 0 835 835 835 835 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 100.0 99.7 100.0 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 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 35,011 COMMITMENTS 24,465 5,182 1,367 7,235 27,306 33,067 33,855 1,944 1,156 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -408) -800 -362 17 498 216 -285 -128 -123 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.9 14.8 3.9 20.7 78.0 94.4 96.7 5.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 80 37 20 26 37 120 86 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 67,041 COMMITMENTS 46,875 13,786 751 13,770 49,786 61,396 64,323 5,645 2,718 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,342) -1,640 1,126 220 852 -2,792 -568 -1,447 -773 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.9 20.6 1.1 20.5 74.3 91.6 95.9 8.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 114 40 16 31 39 151 89 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 394,910 COMMITMENTS 130,214 47,350 92,583 150,789 234,243 373,586 374,176 21,324 20,734 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 3,519) 1,955 3,059 1,320 344 685 3,619 5,063 -100 -1,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 12.0 23.4 38.2 59.3 94.6 94.7 5.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 71 52 67 75 95 178 185 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,064 COMMITMENTS 4,602 5,396 712 6,639 6,223 11,953 12,331 3,111 2,733 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,376) -1,052 -649 -656 440 361 -1,268 -944 -108 -432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 35.8 4.7 44.1 41.3 79.3 81.9 20.7 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 7 9 10 17 18 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,270 COMMITMENTS 0 481 30 9,925 7,090 9,955 7,601 315 2,669 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 0.3 96.6 69.0 96.9 74.0 3.1 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 15 15 16 16 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 20,179 COMMITMENTS 450 150 750 18,204 18,116 19,404 19,016 775 1,163 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -4,798) -250 150 -150 -4,276 -4,649 -4,676 -4,649 -122 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.7 3.7 90.2 89.8 96.2 94.2 3.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 4 17 18 21 22 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,589 COMMITMENTS 1,596 4,213 5,013 9,608 8,191 16,217 17,417 4,372 3,172 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,060) -208 -706 797 680 218 1,269 309 -209 751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 20.5 24.3 46.7 39.8 78.8 84.6 21.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 5 14 13 22 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,048 COMMITMENTS 11,663 18,209 0 9,206 2,825 20,869 21,034 179 14 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,450) -21 -1,622 0 -1,402 175 -1,423 -1,447 -27 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.4 86.5 0.0 43.7 13.4 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 3 0 13 4 19 7 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 5,107 COMMITMENTS 3,018 2,989 1,127 648 826 4,793 4,942 314 165 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -172) 55 50 -151 -36 -13 -132 -114 -40 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.1 58.5 22.1 12.7 16.2 93.9 96.8 6.1 3.2 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 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,240 COMMITMENTS 605 637 700 2,829 2,820 4,134 4,157 106 83 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -301) -235 -41 0 -37 -247 -272 -288 -29 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 15.0 16.5 66.7 66.5 97.5 98.0 2.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 1 12 11 17 14 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,995 COMMITMENTS 5,878 0 0 27,087 32,995 32,965 32,995 30 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -2,555) -113 0 0 -2,442 -2,525 -2,555 -2,525 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 0.0 0.0 82.1 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 0 25 24 28 24 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,575 COMMITMENTS 3,809 280 445 4,309 7,842 8,563 8,567 12 8 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -92) 270 -60 -207 -149 179 -86 -88 -6 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 3.3 5.2 50.3 91.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 3 13 10 19 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,231 COMMITMENTS 2,202 1,204 667 11,832 14,250 14,701 16,121 1,530 110 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -877) -14 352 -182 -656 -1,035 -852 -865 -25 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 7.4 4.1 72.9 87.8 90.6 99.3 9.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 7 5 20 23 28 31 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,932 COMMITMENTS 1,573 1,041 659 9,332 10,173 11,564 11,873 368 59 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,347) -144 115 33 -1,176 -1,437 -1,287 -1,289 -60 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 8.7 5.5 78.2 85.3 96.9 99.5 3.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 4 4 20 29 30 36 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,442 COMMITMENTS 395 552 320 547 440 1,262 1,312 180 130 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -977) -635 -412 -70 -302 -480 -1,007 -962 30 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 38.3 22.2 37.9 30.5 87.5 91.0 12.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 8 4 10 9 17 19 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,076 COMMITMENTS 1,832 2,108 418 11,235 11,461 13,485 13,987 591 89 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -837) 20 -43 -38 -798 -749 -816 -830 -21 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 15.0 3.0 79.8 81.4 95.8 99.4 4.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 4 11 11 16 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,438 COMMITMENTS 3,002 1,792 645 27,156 26,335 30,803 28,772 1,635 3,666 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -569) 626 -73 -91 -188 -418 347 -582 -916 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 5.5 2.0 83.7 81.2 95.0 88.7 5.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 4 26 22 30 26
Updated February 6, 2015