GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       63,124
COMMITMENTS
  18,567    4,468      674   43,417   57,976   62,658   63,118      466        6

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -8,137)
   1,217     -183   -1,328   -8,023   -6,612   -8,134   -8,123       -3      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4      7.1      1.1     68.8     91.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        9        4       33       43       39       53                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,355
COMMITMENTS
       0        0        0    3,355    3,355    3,355    3,355        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -901)
    -100        0        0     -801     -901     -901     -901        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:       22)
       0        0        0       14       20       14       20                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,204
COMMITMENTS
     807      205      424    8,081    8,900    9,312    9,529      892      675

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,074)
     -69      -16     -126   -1,845   -1,894   -2,040   -2,036      -34      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      2.0      4.2     79.2     87.2     91.3     93.4      8.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        2        6       28       29       35       36                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,875
COMMITMENTS
     209       67       83      904    1,259    1,196    1,409      679      466

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -679)
    -190      -60      -31     -380     -488     -601     -579      -78     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      3.6      4.4     48.2     67.1     63.8     75.1     36.2     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       14       15       17       19                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,677
COMMITMENTS
   1,055       67      550    4,540    5,573    6,145    6,190      532      487

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,138)
    -301     -167      -43   -1,642   -1,899   -1,986   -2,109     -152      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      1.0      8.2     68.0     83.5     92.0     92.7      8.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        6       32       33       39       40                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,624
COMMITMENTS
     680    1,182      362    4,052    3,203    5,094    4,747      530      877

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,231)
    -548     -600      141     -853     -955   -1,260   -1,414       29      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     21.0      6.4     72.0     57.0     90.6     84.4      9.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        7        6       24       22       36       30                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,246
COMMITMENTS
      64   11,018      261   26,762   15,727   27,087   27,006      159      240

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,838)
       0    1,682   -1,439   -2,381   -4,321   -3,820   -4,078      -18      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     40.4      1.0     98.2     57.7     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       24       18       27       20                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,449
COMMITMENTS
     573    1,338       42    2,141    1,646    2,756    3,026      693      423

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -916)
     147     -165     -210     -730     -716     -793   -1,091     -123      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     38.8      1.2     62.1     47.7     79.9     87.7     20.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        5        2       16       11       22       18                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      394,858
COMMITMENTS
  59,141   59,290   78,909  213,492  216,395  351,543  354,594   43,315   40,264

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      9,401)
  -6,602    1,177    5,882   13,976   -1,717   13,256    5,342   -3,855    4,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     15.0     20.0     54.1     54.8     89.0     89.8     11.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      41       43       59       86       83      163      158                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       49,693
COMMITMENTS
       0      800        0   38,305   44,768   38,305   45,568   11,388    4,125

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -8,978)
       0     -355        0   -9,192   -8,943   -9,192   -9,298      214      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.0     77.1     90.1     77.1     91.7     22.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       24       22       25                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,072,987
COMMITMENTS
 273,926  498,256  317,525  412,338  219,877  1003790  1035658   69,198   37,329

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:         -4)
  12,616    5,141   -6,942   -4,858     -373      816   -2,175     -821    2,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5     46.4     29.6     38.4     20.5     93.6     96.5      6.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      95      116      136       58       47      239      223                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      908,444
COMMITMENTS
  70,803   60,669  315,139  516,874  528,547  902,816  904,355    5,628    4,089

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     36,245)
   5,192    7,648   24,783    6,166    3,762   36,141   36,193      105       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      6.7     34.7     56.9     58.2     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      48       36       66       51       48      127      122                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      402,337
COMMITMENTS
 201,946  163,598   55,701  138,623  176,161  396,269  395,459    6,067    6,877

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      3,660)
  -3,924    1,235    1,902    5,518      418    3,496    3,556      164      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.2     40.7     13.8     34.5     43.8     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      15       15       26       32       34       64       60                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       98,249
COMMITMENTS
  16,577   27,465   14,064   60,203   51,159   90,844   92,688    7,405    5,561

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      1,705)
   1,528    1,798   -1,234    1,841    1,832    2,135    2,396     -430     -691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     28.0     14.3     61.3     52.1     92.5     94.3      7.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       16       21       17       18       39       42                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,660,546
COMMITMENTS
 730,203   48,014  137,490  747,869  1444825  1615562  1630329   44,984   30,217

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      4,071)
     540      -66      910    3,741    3,211    5,191    4,055   -1,120       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.0      2.9      8.3     45.0     87.0     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       10       30       53       56       92       87                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      496,429
COMMITMENTS
  44,126   94,092   75,137  373,681  325,072  492,944  494,301    3,485    2,128

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      4,442)
     218    2,331     -870    5,094    2,981    4,442    4,442        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     19.0     15.1     75.3     65.5     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      20       20       33       35       35       72       71                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      117,651
COMMITMENTS
  58,126   28,559   22,367   35,740   64,089  116,233  115,015    1,418    2,636

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -800)
  -1,163     -995      -40    1,233      334       30     -701     -830      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.4     24.3     19.0     30.4     54.5     98.8     97.8      1.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16       18       18       20       18       47       43                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       33,276
COMMITMENTS
  20,055   10,511    4,385    8,180   17,924   32,620   32,820      656      456

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        867)
     -30    1,080      167      620     -190      757    1,057      110     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.3     31.6     13.2     24.6     53.9     98.0     98.6      2.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       11       13       12       15       31       32                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        4,884
COMMITMENTS
     687    2,085      867    3,321    1,929    4,875    4,882        9        2

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        677)
    -199      177      286      585      212      672      675        5        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     42.7     17.8     68.0     39.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        8       12       14       10       27       25                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        4,371
COMMITMENTS
     210      530      110    3,911    3,556    4,231    4,196      140      175

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -798)
     -20        2       10     -758     -825     -768     -813      -30       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     12.1      2.5     89.5     81.4     96.8     96.0      3.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        3       15       17       18       22                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       52,170
COMMITMENTS
   2,960      896    5,390   43,318   45,544   51,668   51,830      502      340

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -6,429)
    -440     -728     -861   -5,253   -4,676   -6,555   -6,265      126     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      1.7     10.3     83.0     87.3     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      13       10       11       48       61       67       77                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,690
COMMITMENTS
     841      440      178    2,369    2,722    3,388    3,340      302      350

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -981)
    -205       51     -145     -581     -847     -931     -941      -50      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     11.9      4.8     64.2     73.8     91.8     90.5      8.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        4       20       26       25       33                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      116,950
COMMITMENTS
   2,575    1,920    2,540  111,706  112,490  116,821  116,950      129        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -4,598)
    -220     -110        0   -4,356   -4,488   -4,576   -4,598      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.6      2.2     95.5     96.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       18       16       19       18                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,631,212
COMMITMENTS
       0  216,280        0  2631212  2414904  2631212  2631184        0       28

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -54,832)
       0  -14,720        0  -54,832  -40,112  -54,832  -54,832        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.2      0.0    100.0     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       18       14       18       15                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       41,697
COMMITMENTS
   1,168        0    2,565   37,964   39,132   41,697   41,697        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,332)
      88        0     -220   -2,200   -2,112   -2,332   -2,332        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      6.2     91.0     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       11       12       13       13                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,108,973
COMMITMENTS
  77,502        0   70,560  960,911  1038413  1108973  1108973        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -59,984)
 -15,088        0        0  -44,896  -59,984  -59,984  -59,984        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      0.0      6.4     86.6     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       15        7       17        8                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,297
COMMITMENTS
     193       62        2   13,929   14,064   14,124   14,128      173      169

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,799)
    -265      -40        0   -3,529   -3,779   -3,794   -3,819       -5       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.4      0.0     97.4     98.4     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       24       21       25       23                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       67,383
COMMITMENTS
     908    8,389      966   64,508   57,200   66,382   66,555    1,001      828

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -6,840)
     -13     -294       41   -6,840   -6,553   -6,812   -6,806      -28      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     12.4      1.4     95.7     84.9     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2       11        5       51       46       58       58                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,888
COMMITMENTS
       0      138        0   18,618   18,633   18,618   18,771      270      117

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,260)
       0      -50        0   -1,240   -1,190   -1,240   -1,240      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     98.6     98.6     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       19       16       20                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,363
COMMITMENTS
   2,620    5,238      621   22,424   20,093   25,665   25,952      698      411

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,094)
       0      184     -261   -1,984   -2,054   -2,245   -2,131      151       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     19.9      2.4     85.1     76.2     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        3       32       34       38       38                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,887
COMMITMENTS
     125    1,146    1,026    8,702    7,489    9,853    9,661       34      226

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,674)
     -60     -619       50   -1,649   -1,121   -1,659   -1,690      -15       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     11.6     10.4     88.0     75.7     99.7     97.7      0.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       23       18       28       21                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,329
COMMITMENTS
       0      589      166    9,186    9,404    9,352   10,159      977      170

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -895)
       0      -19       -1     -897     -841     -898     -861        3      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.7      1.6     88.9     91.0     90.5     98.4      9.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       20       22       22       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,471,666
COMMITMENTS
 494,726  177,310  966,715  913,010  1228111  2374452  2372137   97,214   99,529

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     89,402)
      16   46,634   67,691   10,243  -40,813   77,950   73,513   11,453   15,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0      7.2     39.1     36.9     49.7     96.1     96.0      3.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     176      112      223       91      105      361      361                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      159,699
COMMITMENTS
  76,238    3,280   39,493   41,089  114,400  156,820  157,173    2,879    2,527

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      9,573)
    -246     -419    4,416    5,338    6,175    9,507   10,171       66     -598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.7      2.1     24.7     25.7     71.6     98.2     98.4      1.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        5        9       14       17       23       28                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      141,071
COMMITMENTS
  72,247    7,493    3,512   49,562   74,408  125,321   85,413   15,750   55,658

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -9,664)
  -5,794   -2,599   -1,323   -4,353  -18,552  -11,470  -22,474    1,806   12,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.2      5.3      2.5     35.1     52.7     88.8     60.5     11.2     39.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        3       14       17       21       21                  
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,943
COMMITMENTS
   3,724      158    8,361    6,443    9,492   18,528   18,012      415      931

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      2,400)
   1,382     -207    1,326     -230    1,207    2,478    2,326      -78       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      0.8     44.1     34.0     50.1     97.8     95.1      2.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        3       10       11       12       25       22                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      179,405
COMMITMENTS
  25,201    1,117   34,649  109,608  128,440  169,457  164,206    9,947   15,199

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      5,302)
   1,062      133    1,220    2,612    3,512    4,895    4,866      408      437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      0.6     19.3     61.1     71.6     94.5     91.5      5.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        1       10       22       22       32       32                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      155,223
COMMITMENTS
  12,325   68,877   49,570   87,624   30,961  149,518  149,408    5,705    5,816

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,339)
  -1,153      175   -6,036    4,551    3,226   -2,638   -2,635     -701     -703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     44.4     31.9     56.5     19.9     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       11       23       19       17       45       41                  
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,976
COMMITMENTS
   1,488    2,967    8,435   39,488   33,537   49,411   44,939   13,565   18,037

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -5,254)
      89     -556     -872   -6,223   -8,813   -7,005  -10,241    1,751    4,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      4.7     13.4     62.7     53.3     78.5     71.4     21.5     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        3       14       14       19       18                  
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,046
COMMITMENTS
   4,830      818    2,910    1,999    5,672    9,738    9,400      307      646

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,206)
    -733     -150      305      110     -405     -318     -249   -1,887   -1,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.1      8.1     29.0     19.9     56.5     96.9     93.6      3.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        5       12       12       17       18                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       77,141
COMMITMENTS
  32,577   11,350   26,751   16,276   37,101   75,604   75,202    1,537    1,939

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     10,234)
   7,461      908      292    2,211    8,731    9,964    9,931      270      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.2     14.7     34.7     21.1     48.1     98.0     97.5      2.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        7        7        5       12       12       22                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,551
COMMITMENTS
       0        0        0   10,551   10,551   10,551   10,551        0        0

CHANGES FROM 06/30/15 (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:       30)
       0        0        0       23       18       23       18                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       37,273
COMMITMENTS
  24,447   16,908    1,361    9,840   16,869   35,647   35,137    1,626    2,136

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -882)
  -1,953     -492       56      953     -396     -945     -832       63      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.6     45.4      3.7     26.4     45.3     95.6     94.3      4.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      67       67       15       31       31      106      107                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       78,923
COMMITMENTS
  56,453   34,840    1,200   15,387   38,793   73,040   74,832    5,884    4,091

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        346)
     186      414      -27      566     -481      726      -94     -380      439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.5     44.1      1.5     19.5     49.2     92.5     94.8      7.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
     111       74       16       33       34      156      113                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      382,447
COMMITMENTS
 105,112   64,751   78,331  175,679  220,962  359,123  364,045   23,324   18,402

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -6,237)
  -6,371     -943    7,810   -6,433  -15,326   -4,993   -8,459   -1,244    2,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     16.9     20.5     45.9     57.8     93.9     95.2      6.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      78       44       67       74       88      184      171                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,220
COMMITMENTS
   4,620       16      625    5,258    9,806   10,503   10,447    2,717    2,773

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -4,360)
  -1,844     -478     -325   -2,105   -3,446   -4,274   -4,249      -86     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.9      0.1      4.7     39.8     74.2     79.4     79.0     20.6     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        1        3       10       12       16       15                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,350
COMMITMENTS
       0    4,115        0   15,340   10,260   15,340   14,375    1,010    1,975

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     25.2      0.0     93.8     62.8     93.8     87.9      6.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       11       15       11       17                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,189
COMMITMENTS
   5,546    1,362    4,266    9,222   16,043   19,034   21,671    4,155    1,518

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,001)
    -407      145     -676   -1,655     -619   -2,738   -1,150      737     -851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9      5.9     18.4     39.8     69.2     82.1     93.5     17.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        5       13       19       20       24                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       18,882
COMMITMENTS
  13,334   14,302      225    5,214    4,355   18,773   18,882      109        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        105)
      25      105        0       80        0      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.6     75.7      1.2     27.6     23.1     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        4        1        9       10       18       15                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       17,210
COMMITMENTS
   6,890    8,272    5,392    4,412    3,146   16,694   16,810      516      400

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,613)
  -1,613   -1,329      100     -180     -505   -1,693   -1,734       80      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     48.1     31.3     25.6     18.3     97.0     97.7      3.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       23       26        8        8       39       43                  
 
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE        Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       13,041
COMMITMENTS
   3,194    4,357    6,520    3,320    2,165   13,033   13,041        8        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      1,470)
     356      641      301      828      528    1,485    1,470      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     33.4     50.0     25.5     16.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        7       13        6        6       20       21                  
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,128
COMMITMENTS
     136      684      350    2,415    1,867    2,901    2,901      227      227

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,420)
    -174     -419     -150   -1,120     -844   -1,444   -1,413       24       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     21.9     11.2     77.2     59.7     92.7     92.7      7.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       10        9       13       12                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,927
COMMITMENTS
   4,954       50        0   27,928   32,777   32,882   32,827       45      100

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -4,179)
    -533      -25        0   -3,631   -4,254   -4,164   -4,279      -15      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0      0.2      0.0     84.8     99.5     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        0       25       25       28       26                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,334
COMMITMENTS
   2,580    2,018      330    5,424    5,986    8,334    8,334        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        112)
   1,335     -176     -539     -684      827      112      112        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0     24.2      4.0     65.1     71.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        4       12        9       18       13                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,931
COMMITMENTS
   1,078    3,229      330   12,651   11,287   14,059   14,846      872       85

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,352)
     140     -157     -224   -1,279     -949   -1,363   -1,330       11      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     21.6      2.2     84.7     75.6     94.2     99.4      5.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        7        4       22       21       27       31                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,612
COMMITMENTS
     867    1,313      616   10,619   10,351   12,102   12,280      510      332

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,065)
    -771     -579     -310   -1,098   -1,156   -2,179   -2,045      114      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     10.4      4.9     84.2     82.1     96.0     97.4      4.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        9        8       23       24       33       35                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,432
COMMITMENTS
     635      365      280      275      449    1,190    1,094      242      338

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -648)
    -190      -25     -120     -255     -513     -565     -658      -83       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.3     25.5     19.6     19.2     31.4     83.1     76.4     16.9     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        7        2        7       10       13       19                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,746
COMMITMENTS
   1,572    1,818      228    8,460    8,646   10,260   10,692      486       54

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -582)
     -20      -68      -38     -503     -469     -561     -575      -21       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     16.9      2.1     78.7     80.5     95.5     99.5      4.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        4       10       10       14       16                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,711
COMMITMENTS
   2,143    4,079    1,496   25,910   22,468   29,549   28,043    4,162    5,668

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,051)
    -707       79     -334   -2,050   -3,305   -3,091   -3,560       40      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     12.1      4.4     76.9     66.6     87.7     83.2     12.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        4       19       20       24       24                  



Updated July 10, 2015