GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,355 COMMITMENTS 9,926 1,790 5,558 36,376 44,961 51,860 52,309 495 46 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,165) 1,004 -266 -1,138 -1,014 260 -1,148 -1,144 -17 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 3.4 10.6 69.5 85.9 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 8 3 34 41 39 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,754 COMMITMENTS 0 25 0 4,754 4,729 4,754 4,754 0 0 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -542) 0 25 0 -542 -567 -542 -542 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 17 19 17 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,554 COMMITMENTS 753 344 644 9,074 9,636 10,471 10,624 1,083 930 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -2,102) 0 115 -111 -2,100 -2,322 -2,211 -2,318 109 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 3.0 5.6 78.5 83.4 90.6 92.0 9.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 4 6 28 28 35 36 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,052 COMMITMENTS 115 71 219 2,193 2,149 2,527 2,439 525 613 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,049) 50 -350 -100 -865 -648 -915 -1,098 -134 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 2.3 7.2 71.9 70.4 82.8 79.9 17.2 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 20 23 23 27 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,834 COMMITMENTS 482 70 478 4,332 4,770 5,292 5,318 542 516 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -720) -62 -67 -10 -582 -575 -654 -652 -66 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 1.2 8.2 74.3 81.8 90.7 91.2 9.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 3 28 28 31 31 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,694 COMMITMENTS 764 662 275 5,389 5,110 6,428 6,047 266 647 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,257) 183 -82 -392 -988 -828 -1,197 -1,302 -60 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 9.9 4.1 80.5 76.3 96.0 90.3 4.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 6 4 29 29 38 36 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,203 COMMITMENTS 133 6,767 3,529 30,445 23,907 34,107 34,203 96 0 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -3,852) -50 1,525 -1,765 -2,026 -3,612 -3,841 -3,852 -11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 19.8 10.3 89.0 69.9 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 3 27 22 31 25 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,585 COMMITMENTS 906 1,140 103 2,988 3,140 3,997 4,383 588 202 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -634) -56 121 -255 -321 -468 -632 -602 -2 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 24.9 2.2 65.2 68.5 87.2 95.6 12.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 3 2 13 16 22 20 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 3,947 COMMITMENTS 204 0 516 2,939 3,273 3,659 3,789 288 158 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -395) -366 0 85 -165 -468 -446 -383 51 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.0 13.1 74.5 82.9 92.7 96.0 7.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 3 13 14 17 17 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 405,745 COMMITMENTS 67,880 81,421 81,826 209,878 207,675 359,584 370,923 46,161 34,822 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 8,801) 685 -9,440 5,945 3,249 13,126 9,879 9,631 -1,079 -831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 20.1 20.2 51.7 51.2 88.6 91.4 11.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 47 44 47 82 81 160 146 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 47,343 COMMITMENTS 275 550 100 35,264 41,641 35,639 42,291 11,704 5,052 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -5,986) 275 -50 50 -5,516 -5,350 -5,191 -5,350 -795 -636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.2 0.2 74.5 88.0 75.3 89.3 24.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 21 24 23 25 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,002,954 COMMITMENTS 242,661 477,392 305,238 389,462 178,521 937,361 961,151 65,593 41,803 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 922) -3,491 408 -2,434 8,644 -970 2,719 -2,996 -1,797 3,918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 47.6 30.4 38.8 17.8 93.5 95.8 6.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 88 119 130 62 51 241 220 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,012,775 COMMITMENTS 88,263 52,934 331,457 586,966 623,757 1006686 1008148 6,089 4,627 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 41,329) 7,703 9,551 14,524 18,778 16,801 41,005 40,875 323 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 5.2 32.7 58.0 61.6 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 37 35 58 53 53 117 119 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 405,309 COMMITMENTS 193,221 133,413 75,134 130,744 187,700 399,099 396,246 6,210 9,063 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -33,101) -3,924 -15,108 -9,028 -18,431 -8,740 -31,384 -32,876 -1,717 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.7 32.9 18.5 32.3 46.3 98.5 97.8 1.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 15 17 25 31 32 63 57 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 92,621 COMMITMENTS 14,480 31,664 15,779 57,514 40,600 87,773 88,043 4,848 4,578 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -27,232) -17,455 -18,623 -4,074 -7,785 -7,109 -29,314 -29,806 2,082 2,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 34.2 17.0 62.1 43.8 94.8 95.1 5.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 12 15 19 19 37 37 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,673,120 COMMITMENTS 695,127 80,150 176,344 745,612 1381791 1617083 1638285 56,037 34,835 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -127,880) -80,560 -17,930 -8,950 -40,084 -103,821 -129,594 -130,701 1,714 2,821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.5 4.8 10.5 44.6 82.6 96.7 97.9 3.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 33 10 31 52 50 91 86 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 566,532 COMMITMENTS 44,111 140,077 103,176 415,495 319,803 562,782 563,056 3,750 3,476 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -75,444) 5,131 -20,266 -34,228 -47,834 -20,688 -76,931 -75,182 1,487 -262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 24.7 18.2 73.3 56.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 14 20 20 37 32 62 61 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 100,018 COMMITMENTS 55,222 37,664 17,321 26,512 43,845 99,055 98,830 963 1,188 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -6,094) -2,595 -2,971 -2,033 -1,404 -1,120 -6,032 -6,124 -62 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.2 37.7 17.3 26.5 43.8 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 19 19 19 17 46 45 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,215 COMMITMENTS 18,420 16,561 2,030 8,950 10,994 29,400 29,585 815 630 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -2,663) -1,649 -1,467 -314 -590 -857 -2,553 -2,638 -110 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.0 54.8 6.7 29.6 36.4 97.3 97.9 2.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 15 11 11 14 13 32 32 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 2,848 COMMITMENTS 483 709 1,336 1,022 801 2,841 2,846 6 2 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -53) -3 -47 26 -76 -31 -53 -53 0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 24.9 46.9 35.9 28.1 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 7 10 5 4 19 16 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 45,590 COMMITMENTS 1,726 1,110 3,604 39,738 40,308 45,068 45,022 522 568 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,383) -590 30 -958 112 -453 -1,437 -1,381 54 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 2.4 7.9 87.2 88.4 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 7 12 12 46 58 63 73 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,787 COMMITMENTS 154 722 443 2,815 2,321 3,412 3,486 375 301 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,140) -6 -369 -133 -1,041 -685 -1,180 -1,187 40 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 19.1 11.7 74.3 61.3 90.1 92.1 9.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 9 5 16 25 23 34 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,816 COMMITMENTS 870 0 218 17,298 18,246 18,386 18,464 2,431 2,352 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,535) -68 0 0 -1,444 -1,497 -1,512 -1,497 -23 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.0 1.0 83.1 87.7 88.3 88.7 11.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 2 18 15 21 17 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,326,001 COMMITMENTS 0 0 0 1326001 1326001 1326001 1326001 0 0 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -23,584) 0 0 0 -23,584 -23,584 -23,584 -23,584 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: 20) 0 0 0 11 15 11 15 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 134,984 COMMITMENTS 3,435 2,350 2,540 129,009 130,094 134,984 134,984 0 0 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -3,720) -200 -100 0 -3,520 -3,620 -3,720 -3,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 1.7 1.9 95.6 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 19 19 20 21 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,882,023 COMMITMENTS 0 278,320 0 2882023 2603676 2882023 2881996 -0 27 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -57,375) 0 -14,080 0 -57,375 -43,296 -57,375 -57,376 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.7 0.0 100.0 90.3 100.0 100.0 -0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 21 14 21 15 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,604 COMMITMENTS 824 0 3,425 47,355 48,028 51,604 51,453 0 151 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -2,400) 78 -42 -178 -2,300 -2,180 -2,400 -2,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 6.6 91.8 93.1 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 14 12 16 13 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,388,995 COMMITMENTS 141,093 7,590 70,560 1177342 1310845 1388995 1388995 0 0 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -63,360) -13,728 0 -352 -49,280 -63,008 -63,360 -63,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 0.5 5.1 84.8 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 16 10 18 12 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,114 COMMITMENTS 161 38 30 8,863 8,926 9,054 8,994 60 120 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,067) -114 -124 -1 -952 -942 -1,067 -1,067 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.4 0.3 97.2 97.9 99.3 98.7 0.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 17 15 19 17 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 70,867 COMMITMENTS 1,351 7,807 1,289 67,581 61,436 70,221 70,532 646 335 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 848) 82 943 -343 1,294 396 1,033 996 -185 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 11.0 1.8 95.4 86.7 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 6 8 9 50 48 62 60 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,972 COMMITMENTS 613 2,298 256 17,347 16,167 18,216 18,721 756 251 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,216) -141 -612 -24 -1,078 -602 -1,243 -1,238 27 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 12.1 1.3 91.4 85.2 96.0 98.7 4.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 2 27 26 31 30 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,488 COMMITMENTS 130 923 2,379 9,859 8,920 12,368 12,222 120 266 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,222) -25 -322 75 -1,200 -1,057 -1,150 -1,304 -72 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 7.4 19.1 78.9 71.4 99.0 97.9 1.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 4 17 22 22 26 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,393 COMMITMENTS 544 584 18 8,319 8,690 8,881 9,292 512 101 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -871) -41 -205 0 -705 -674 -746 -879 -125 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 6.2 0.2 88.6 92.5 94.5 98.9 5.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 20 18 23 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,544,390 COMMITMENTS 509,147 213,901 991,577 948,609 1252585 2449334 2458063 95,057 86,327 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 11,832) 7,113 16,293 1,591 9,249 -3,391 17,953 14,493 -6,121 -2,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 8.4 39.0 37.3 49.2 96.3 96.6 3.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450) 157 165 238 97 100 391 385 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 197,612 COMMITMENTS 35,805 63,456 63,262 92,795 65,209 191,861 191,927 5,751 5,685 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 7,109) -1,395 -163 4,526 4,066 3,138 7,196 7,501 -88 -392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 32.1 32.0 47.0 33.0 97.1 97.1 2.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 6 7 16 16 24 25 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,162 COMMITMENTS 64,505 13,359 1,419 37,163 69,572 103,087 84,350 23,075 41,812 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -9,326) -2,402 -3,120 -6 -6,096 -3,553 -8,504 -6,679 -822 -2,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.1 10.6 1.1 29.5 55.1 81.7 66.9 18.3 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 7 3 12 13 18 21 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,827 COMMITMENTS 3,101 1,165 17,274 8,437 10,011 28,812 28,449 1,015 1,379 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -2,704) -680 -1,017 -548 -1,485 -1,196 -2,712 -2,761 8 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 3.9 57.9 28.3 33.6 96.6 95.4 3.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 7 16 11 10 30 27 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,002 COMMITMENTS 21,620 1,713 41,158 127,749 145,123 190,527 187,994 12,475 15,008 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -22,076) -3,214 -638 -6,256 -12,254 -16,065 -21,724 -22,960 -352 884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 0.8 20.3 62.9 71.5 93.9 92.6 6.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 1 9 24 24 33 33 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,489 COMMITMENTS 5,151 60,646 78,608 87,140 32,160 170,899 171,414 6,590 6,075 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 3,378) -1,396 2,294 980 4,153 747 3,736 4,021 -358 -643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 34.2 44.3 49.1 18.1 96.3 96.6 3.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 18 29 15 13 46 43 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,596 COMMITMENTS 30,627 36,552 119,392 63,780 57,598 213,799 213,542 2,797 3,054 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 5,318) 2,761 2,249 2,126 253 392 5,140 4,767 178 551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 16.9 55.1 29.4 26.6 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 7 8 10 7 18 19 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,353 COMMITMENTS 0 0 0 12,353 12,293 12,353 12,293 0 60 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 893) 0 0 0 938 833 938 833 -45 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 99.5 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 23 16 23 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 34,308 COMMITMENTS 25,595 3,818 1,070 5,285 28,536 31,950 33,424 2,359 885 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 472) 1,174 -1,022 273 -1,286 1,450 161 701 311 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.6 11.1 3.1 15.4 83.2 93.1 97.4 6.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 89 27 15 23 37 115 76 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,153 COMMITMENTS 48,393 24,368 1,364 13,868 40,879 63,625 66,612 6,527 3,541 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 76) 1,070 1,421 316 -1,427 -1,343 -41 393 117 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.0 34.7 1.9 19.8 58.3 90.7 95.0 9.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 114 57 22 35 38 159 109 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 365,859 COMMITMENTS 119,878 47,507 78,002 146,289 222,225 344,169 347,733 21,689 18,126 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 6,400) 2,112 -1,559 36 2,649 8,426 4,797 6,903 1,603 -502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 13.0 21.3 40.0 60.7 94.1 95.0 5.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 76 43 60 77 95 179 174 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,276 COMMITMENTS 3,637 5,053 1,000 7,556 5,837 12,193 11,890 3,083 3,386 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,090) -1,067 -593 78 338 -826 -651 -1,341 -439 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 33.1 6.5 49.5 38.2 79.8 77.8 20.2 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 5 7 11 12 19 20 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,103 COMMITMENTS 0 2,212 100 11,810 8,515 11,910 10,827 1,193 2,276 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -570) 0 801 70 -1,165 -1,270 -1,095 -399 525 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.9 0.8 90.1 65.0 90.9 82.6 9.1 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 1 10 13 11 16 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 20,286 COMMITMENTS 375 1,300 1,127 18,299 17,035 19,801 19,462 485 824 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -2,959) -125 915 -128 -2,476 -3,417 -2,729 -2,630 -230 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 6.4 5.6 90.2 84.0 97.6 95.9 2.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 5 18 20 23 26 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,055 COMMITMENTS 2,186 1,812 5,382 9,203 11,092 16,771 18,286 4,284 2,769 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -424) -507 -1,104 301 491 915 285 112 -709 -536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 8.6 25.6 43.7 52.7 79.7 86.8 20.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 5 14 16 19 22 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,283 COMMITMENTS 11,535 16,203 75 7,502 3,002 19,112 19,280 171 3 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -2,574) -826 -2,316 0 -1,731 -248 -2,557 -2,564 -17 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.8 84.0 0.4 38.9 15.6 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 2 1 13 6 20 9 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 6,109 COMMITMENTS 3,149 3,415 1,080 1,145 960 5,374 5,455 735 654 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 120) -79 -114 -287 -35 22 -401 -379 521 499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.5 55.9 17.7 18.7 15.7 88.0 89.3 12.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 9 7 5 5 15 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,204 COMMITMENTS 535 1,245 300 3,292 2,525 4,127 4,070 77 134 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -540) -123 54 -300 -88 -345 -511 -591 -29 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 29.6 7.1 78.3 60.1 98.2 96.8 1.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 1 12 9 17 12 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,926 COMMITMENTS 5,916 0 0 26,815 32,816 32,731 32,816 195 110 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,420) -213 0 0 -1,372 -1,530 -1,585 -1,530 165 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 0.0 0.0 81.4 99.7 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 23 23 26 23 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,193 COMMITMENTS 1,436 2,301 607 12,667 13,138 14,710 16,046 1,483 147 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,156) -389 415 -320 -304 -1,216 -1,013 -1,121 -143 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 14.2 3.7 78.2 81.1 90.8 99.1 9.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 9 6 22 20 30 31 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,282 COMMITMENTS 1,461 1,460 700 9,076 8,577 11,237 10,737 45 545 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -1,448) -528 -113 8 -806 -1,538 -1,326 -1,643 -122 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 12.9 6.2 80.4 76.0 99.6 95.2 0.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 6 5 19 23 30 32 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,121 COMMITMENTS 550 335 280 475 764 1,305 1,379 816 742 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 225) -85 -172 -45 -262 -55 -392 -272 617 497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 15.8 13.2 22.4 36.0 61.5 65.0 38.5 35.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 8 4 13 14 21 25 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,279 COMMITMENTS 2,002 2,065 380 10,327 10,752 12,709 13,197 570 82 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -722) 170 -43 -38 -758 -634 -626 -715 -96 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 15.6 2.9 77.8 81.0 95.7 99.4 4.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 4 11 11 17 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,026 COMMITMENTS 3,154 2,298 1,114 29,188 27,858 33,456 31,270 2,570 4,756 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -3,138) -1,282 -380 105 -2,335 -3,224 -3,512 -3,499 374 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 6.4 3.1 81.0 77.3 92.9 86.8 7.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 3 20 24 23 28
Updated March 6, 2015