GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,503 COMMITMENTS 10,482 2,367 6,248 43,239 51,848 59,969 60,463 534 40 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,597) 369 373 295 1,936 1,932 2,600 2,600 -3 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 3.9 10.3 71.5 85.7 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 9 5 38 40 45 53 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,796 COMMITMENTS 0 25 0 5,796 5,771 5,796 5,796 0 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 176) 0 0 0 176 176 176 176 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 20 22 20 23 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,637 COMMITMENTS 960 374 578 11,183 12,000 12,721 12,952 916 685 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 419) 85 7 -98 474 613 461 522 -42 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.7 4.2 82.0 88.0 93.3 95.0 6.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 5 7 33 30 42 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,557 COMMITMENTS 210 66 266 2,372 2,441 2,848 2,773 709 784 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 241) -19 0 54 157 173 192 227 49 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 1.9 7.5 66.7 68.6 80.1 78.0 19.9 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 4 25 26 29 30 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,602 COMMITMENTS 653 85 565 6,591 7,302 7,809 7,952 793 650 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 618) 35 5 35 346 546 416 586 202 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 1.0 6.6 76.6 84.9 90.8 92.4 9.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 5 31 33 36 38 3.5% FUEL OIL RDAM V. FOB MED - NEW YORK MERCANTILE EXCHANGE Code-02165L OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 2,560 COMMITMENTS 95 597 10 2,376 1,750 2,481 2,357 79 203 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 23.3 0.4 92.8 68.4 96.9 92.1 3.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 10 14 11 17 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,277 COMMITMENTS 0 185 0 5,139 5,092 5,139 5,277 138 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 190) 0 20 0 190 170 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 0.0 97.4 96.5 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 17 13 17 14 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,969 COMMITMENTS 1,040 813 392 6,215 6,287 7,647 7,492 322 477 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 327) -3 9 129 314 337 440 475 -113 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 10.2 4.9 78.0 78.9 96.0 94.0 4.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 7 4 31 34 40 42 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,607 COMMITMENTS 322 525 55 900 902 1,277 1,482 330 125 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 150) 40 15 0 100 120 140 135 10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 32.7 3.4 56.0 56.1 79.5 92.2 20.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 2 13 12 17 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,483 COMMITMENTS 158 6,852 3,817 33,412 26,814 37,387 37,483 96 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,041) -19 180 150 891 711 1,022 1,041 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 18.3 10.2 89.1 71.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 2 29 23 33 26 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,022 COMMITMENTS 745 1,235 179 3,414 3,345 4,338 4,759 684 263 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 96) -30 43 70 77 -17 117 96 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 24.6 3.6 68.0 66.6 86.4 94.8 13.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 4 5 17 17 27 24 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 5,268 COMMITMENTS 74 4 645 4,182 4,411 4,901 5,060 367 208 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.1 12.2 79.4 83.7 93.0 96.1 7.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 3 15 16 18 19 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 392,586 COMMITMENTS 58,571 87,157 85,383 205,119 181,954 349,072 354,494 43,514 38,093 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -4,492) 3,048 1,859 -131 -4,000 -5,150 -1,084 -3,423 -3,409 -1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 22.2 21.7 52.2 46.3 88.9 90.3 11.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 41 49 56 78 77 153 154 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,990 COMMITMENTS 275 2,415 100 40,539 46,058 40,914 48,573 12,076 4,417 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 462) 0 400 0 910 182 910 582 -448 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 4.6 0.2 76.5 86.9 77.2 91.7 22.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 1 23 25 25 28 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,018,439 COMMITMENTS 243,534 468,395 308,289 401,432 198,271 953,255 974,955 65,184 43,484 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 39,661) 13,218 18,891 5,512 21,031 12,403 39,761 36,806 -100 2,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 46.0 30.3 39.4 19.5 93.6 95.7 6.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 86 130 131 61 53 237 233 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 919,313 COMMITMENTS 74,249 59,398 292,860 544,759 561,687 911,868 913,945 7,445 5,368 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -120,257) -19,125 -2,010 -45,534 -57,065 -73,635 -121,725 -121,180 1,468 923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 6.5 31.9 59.3 61.1 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 39 31 56 51 46 113 110 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 388,454 COMMITMENTS 188,283 135,615 68,700 125,105 175,090 382,089 379,406 6,365 9,048 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -28,401) -7,110 5,576 -10,346 -9,024 -22,965 -26,479 -27,735 -1,922 -665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 34.9 17.7 32.2 45.1 98.4 97.7 1.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 17 14 25 28 31 60 56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 83,871 COMMITMENTS 7,760 16,341 19,376 50,827 39,662 77,963 75,379 5,908 8,492 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -22,268) -9,856 -18,320 -3,178 -9,020 -3,755 -22,054 -25,253 -214 2,985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 19.5 23.1 60.6 47.3 93.0 89.9 7.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 11 15 18 18 33 34 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,618,707 COMMITMENTS 734,539 78,504 130,132 705,399 1375768 1570070 1584404 48,637 34,303 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -94,249) 2,013 10,848 -36,964 -56,131 -71,508 -91,082 -97,624 -3,167 3,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 4.8 8.0 43.6 85.0 97.0 97.9 3.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 25 14 29 52 50 87 83 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 520,699 COMMITMENTS 48,847 118,588 89,486 378,212 310,153 516,545 518,227 4,154 2,472 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -72,060) 5,596 -28,262 -28,038 -50,031 -15,201 -72,473 -71,501 413 -559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 22.8 17.2 72.6 59.6 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 18 19 28 37 31 69 64 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 109,462 COMMITMENTS 57,658 44,153 20,222 30,802 43,852 108,682 108,227 780 1,235 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -2,212) -2,047 754 189 -249 -3,462 -2,107 -2,519 -105 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.7 40.3 18.5 28.1 40.1 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 16 18 16 20 18 45 43 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 29,177 COMMITMENTS 18,641 15,944 1,721 8,060 10,707 28,422 28,372 755 805 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -1,982) -809 -402 -228 -865 -1,427 -1,902 -2,057 -80 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.9 54.6 5.9 27.6 36.7 97.4 97.2 2.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 10 10 11 12 28 29 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 4,087 COMMITMENTS 827 1,222 1,725 1,515 1,123 4,067 4,070 20 16 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 178) 116 -1 14 35 153 165 165 13 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 29.9 42.2 37.1 27.5 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 6 12 8 7 25 20 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 3,789 COMMITMENTS 400 109 210 2,971 3,230 3,581 3,549 208 240 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 184) 0 109 0 204 170 204 279 -20 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 2.9 5.5 78.4 85.2 94.5 93.7 5.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 4 13 14 18 19 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 54,714 COMMITMENTS 2,017 1,743 4,819 47,345 47,568 54,181 54,130 532 583 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,281) 84 -56 428 1,886 1,942 2,398 2,314 -117 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 3.2 8.8 86.5 86.9 99.0 98.9 1.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 8 11 7 52 58 65 71 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,920 COMMITMENTS 162 184 192 975 963 1,329 1,339 591 581 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 9.6 10.0 50.8 50.2 69.2 69.7 30.8 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 4 16 16 20 22 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,273 COMMITMENTS 360 692 612 3,974 3,744 4,946 5,048 327 225 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 419) 71 -59 86 270 458 427 485 -8 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 13.1 11.6 75.4 71.0 93.8 95.7 6.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 6 6 23 33 31 43 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,006 COMMITMENTS 962 0 132 15,794 16,757 16,888 16,889 2,118 2,117 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -1,517) 92 0 -86 -1,269 -1,194 -1,263 -1,280 -254 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.0 0.7 83.1 88.2 88.9 88.9 11.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 1 18 15 21 16 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| 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 03/24/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 03/31/15 | --------------------------------------------------------------| 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 03/24/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 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 03/31/15 | --------------------------------------------------------------| 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 03/24/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 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 03/31/15 | --------------------------------------------------------------| 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 03/24/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 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 03/31/15 | --------------------------------------------------------------| 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 03/24/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,646 COMMITMENTS 376 0 39 10,171 10,487 10,586 10,526 60 120 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 532) -15 0 1 546 531 532 532 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.0 0.4 95.5 98.5 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 19 18 22 20 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 65,078 COMMITMENTS 1,164 7,393 573 62,622 56,750 64,359 64,716 719 362 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -2,038) 102 342 -8 -2,131 -2,381 -2,037 -2,047 -1 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 11.4 0.9 96.2 87.2 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 7 7 46 48 55 58 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,012 COMMITMENTS 1,975 1,488 251 18,231 19,013 20,457 20,752 555 260 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 808) 43 4 24 708 754 775 782 33 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 7.1 1.2 86.8 90.5 97.4 98.8 2.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 1 2 29 29 34 32 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,311 COMMITMENTS 504 205 2,688 10,971 11,224 14,163 14,117 148 194 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 100) 75 0 265 -210 -85 130 180 -30 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 1.4 18.8 76.7 78.4 99.0 98.6 1.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 3 20 22 24 25 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,940 COMMITMENTS 75 659 18 9,293 9,103 9,386 9,780 554 160 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 90) 0 30 0 90 41 90 71 0 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 6.6 0.2 93.5 91.6 94.4 98.4 5.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 21 19 23 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,633,998 COMMITMENTS 527,255 266,212 1077601 934,174 1194643 2539030 2538456 94,969 95,543 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 30,195) 2,476 -14,814 27,513 -5,827 16,433 24,162 29,132 6,033 1,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 10.1 40.9 35.5 45.4 96.4 96.4 3.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443) 170 147 238 96 104 382 387 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 164,422 COMMITMENTS 33,123 64,259 48,973 79,548 47,426 161,644 160,658 2,778 3,765 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -1,222) -30 5,195 -1,321 1,133 -5,401 -218 -1,527 -1,005 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 39.1 29.8 48.4 28.8 98.3 97.7 1.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 9 10 15 13 26 25 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,536 COMMITMENTS 69,635 12,973 2,212 45,345 81,577 117,192 96,762 21,344 41,774 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 7,413) 3,677 660 147 8,578 11,093 12,402 11,900 -4,989 -4,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 9.4 1.6 32.7 58.9 84.6 69.8 15.4 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 8 4 14 14 22 23 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,799 COMMITMENTS 4,824 4,536 17,514 10,030 10,187 32,368 32,238 431 562 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,186) -48 449 325 800 305 1,077 1,079 109 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 13.8 53.4 30.6 31.1 98.7 98.3 1.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 9 17 14 14 35 33 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,610 COMMITMENTS 20,959 2,940 41,423 122,182 138,061 184,564 182,424 12,046 14,186 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -20,055) -2,891 1,020 -2,617 -14,037 -16,355 -19,544 -17,951 -511 -2,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 1.5 21.1 62.1 70.2 93.9 92.8 6.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 2 10 23 23 33 33 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,671 COMMITMENTS 5,091 60,290 81,521 85,112 29,287 171,725 171,098 6,946 7,572 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -677) 443 -508 -2,250 7 1,055 -1,800 -1,704 1,123 1,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 33.7 45.6 47.6 16.4 96.1 95.8 3.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 12 15 25 16 14 43 40 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,155 COMMITMENTS 1,009 789 15,712 62,616 60,888 79,338 77,390 15,818 17,766 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,534) 526 -370 1,191 1,784 2,643 3,501 3,463 32 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.8 16.5 65.8 64.0 83.4 81.3 16.6 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 4 16 16 20 20 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,761 COMMITMENTS 2,467 1,780 6,651 3,160 4,097 12,278 12,529 483 232 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 363) 168 -79 127 -33 287 263 335 100 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 13.9 52.1 24.8 32.1 96.2 98.2 3.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 5 6 11 12 17 20 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,195 COMMITMENTS 28,556 31,723 97,300 52,951 49,422 178,807 178,445 2,388 2,750 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 4,494) 1,453 1,287 1,259 1,682 1,823 4,394 4,369 101 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 17.5 53.7 29.2 27.3 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 9 9 9 7 18 21 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,007 COMMITMENTS 0 0 0 11,007 10,977 11,007 10,977 0 30 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -90) 0 0 0 -90 -60 -90 -60 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 99.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 23 17 23 17 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 32,712 COMMITMENTS 23,780 7,865 629 6,804 22,415 31,213 30,909 1,499 1,803 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,075) 382 2,900 148 750 -2,672 1,281 377 -206 699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.7 24.0 1.9 20.8 68.5 95.4 94.5 4.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 83 51 19 31 32 122 94 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 69,489 COMMITMENTS 51,428 26,223 548 12,210 38,949 64,186 65,720 5,303 3,769 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -4,120) -621 -3,214 -951 -1,930 114 -3,502 -4,051 -617 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.0 37.7 0.8 17.6 56.1 92.4 94.6 7.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 109 55 16 34 33 149 99 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 399,990 COMMITMENTS 117,978 54,628 87,436 177,035 240,517 382,449 382,581 17,541 17,409 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 9,840) 2,806 1,311 -3,531 12,872 14,256 12,147 12,037 -2,307 -2,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 13.7 21.9 44.3 60.1 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 78 47 76 75 96 189 190 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,986 COMMITMENTS 4,682 3,951 930 8,137 8,809 13,749 13,690 3,237 3,296 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 328) -419 -369 -70 409 692 -80 253 408 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 23.3 5.5 47.9 51.9 80.9 80.6 19.1 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 4 6 10 14 19 21 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,903 COMMITMENTS 0 3,037 100 13,840 9,495 13,940 12,632 963 2,271 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -100) 0 0 0 260 25 260 25 -360 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.4 0.7 92.9 63.7 93.5 84.8 6.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 1 11 12 12 15 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 21,656 COMMITMENTS 241 1,229 1,356 18,995 17,760 20,592 20,345 1,064 1,311 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -29) 116 38 110 73 48 299 196 -328 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 5.7 6.3 87.7 82.0 95.1 93.9 4.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 5 21 20 26 25 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,910 COMMITMENTS 6,164 2,797 7,009 8,884 14,788 22,057 24,594 4,853 2,316 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,235) 594 -50 925 345 1,330 1,864 2,205 371 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 10.4 26.0 33.0 55.0 82.0 91.4 18.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 4 9 15 17 25 28 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,479 COMMITMENTS 447 865 451 4,906 3,730 5,804 5,046 2,675 3,433 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 10.2 5.3 57.9 44.0 68.5 59.5 31.5 40.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 4 14 16 18 21 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 17,183 COMMITMENTS 10,410 15,365 330 6,280 1,476 17,020 17,171 163 12 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -2,123) -1,125 -2,520 75 -1,035 313 -2,085 -2,132 -38 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.6 89.4 1.9 36.5 8.6 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 2 11 4 18 7 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 10,388 COMMITMENTS 4,849 6,180 1,781 3,192 1,864 9,822 9,825 566 563 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,938) 713 1,206 40 1,027 502 1,780 1,748 158 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.7 59.5 17.1 30.7 17.9 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 19 14 5 6 27 30 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 7,846 COMMITMENTS 2,684 2,954 3,888 1,271 1,004 7,843 7,846 3 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 37.7 49.6 16.2 12.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 7 11 4 5 17 20 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,745 COMMITMENTS 738 2,441 200 4,730 3,022 5,668 5,663 77 82 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 609) 150 564 -100 559 197 609 661 0 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 42.5 3.5 82.3 52.6 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 1 13 10 19 14 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,442 COMMITMENTS 5,661 0 0 32,766 38,442 38,427 38,442 15 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 251) -75 0 0 341 251 266 251 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 0.0 0.0 85.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 26 25 29 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,227 COMMITMENTS 1,428 2,417 795 13,787 13,830 16,010 17,042 1,217 185 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -34) -8 -52 -176 377 179 193 -49 -227 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 14.0 4.6 80.0 80.3 92.9 98.9 7.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 8 7 26 25 34 36 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,326 COMMITMENTS 2,209 2,217 901 11,188 10,906 14,298 14,024 28 302 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,098) 529 438 76 483 620 1,088 1,134 10 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 15.5 6.3 78.1 76.1 99.8 97.9 0.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 5 7 24 27 36 38 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,364 COMMITMENTS 685 705 305 1,185 1,239 2,175 2,249 189 115 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 45) -230 -20 -20 320 75 70 35 -25 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 29.8 12.9 50.1 52.4 92.0 95.1 8.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 12 6 23 22 33 37 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| 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 03/24/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,729 COMMITMENTS 5,368 2,632 1,947 29,932 30,267 37,247 34,846 3,482 5,883 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 589) 1,270 76 3 -790 -72 483 7 106 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 6.5 4.8 73.5 74.3 91.5 85.6 8.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 1 4 19 25 24 30
Updated April 3, 2015