GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,739
COMMITMENTS
  24,780    4,195    1,890   32,561   53,389   59,231   59,474      508      265

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -1,313)
     -15      208       18   -1,329   -1,539   -1,326   -1,313       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.5      7.0      3.2     54.5     89.4     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        7        7       38       40       46       51                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,543
COMMITMENTS
     625      200      600    6,318    6,743    7,543    7,543        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         19)
       0        0        0       19       19       19       19        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      2.7      8.0     83.8     89.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       17       21       19                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,159
COMMITMENTS
     879      554      989    6,442    6,911    8,310    8,454      849      705

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         46)
     -25       56       61       86      -76      122       41      -76        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      6.0     10.8     70.3     75.5     90.7     92.3      9.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        5        7       30       29       40       37                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,754
COMMITMENTS
     249      312      205    1,008      787    1,462    1,304      292      450

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         57)
      22       23        0       18      -39       40      -16       17       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     17.8     11.7     57.5     44.9     83.4     74.3     16.6     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        3        4       18       15       23       21                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,687
COMMITMENTS
     954      633      446    5,778    6,359    7,178    7,438      509      249

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        165)
      43       40        9      139      204      191      253      -26      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      8.2      5.8     75.2     82.7     93.4     96.8      6.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        6        7       35       40       43       51                  
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        6,815
COMMITMENTS
      50       50        0    6,763    6,765    6,813    6,815        2        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.7      0.0     99.2     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       13       14       14                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,881
COMMITMENTS
   1,073    1,784      787    5,780    4,883    7,640    7,454      241      427

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        176)
      51       21       37       73      118      161      176       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     22.6     10.0     73.3     62.0     96.9     94.6      3.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8        5        8       30       21       43       30                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,780
COMMITMENTS
      50      712      190    1,493      796    1,733    1,698       47       82

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        166)
      30      156      -40      206       40      196      156      -30       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8     40.0     10.7     83.9     44.7     97.4     95.4      2.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        9        4       17       13       22       22                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,319
COMMITMENTS
     151   12,642      125   28,013   15,292   28,289   28,059       30      260

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     44.6      0.4     98.9     54.0     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       25       16       28       19                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,208
COMMITMENTS
   1,172    2,306       95    3,281    2,438    4,548    4,839      660      369

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        306)
      20      180      -15      186      169      191      334      115      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     44.3      1.8     63.0     46.8     87.3     92.9     12.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        7        3       19       19       27       27                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      358,427
COMMITMENTS
  62,401   69,292   57,151  193,453  188,411  313,005  314,854   45,422   43,572

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -12,948)
   1,532   -4,302     -457  -12,990   -6,386  -11,915  -11,145   -1,033   -1,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     19.3     15.9     54.0     52.6     87.3     87.8     12.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      36       55       55       79       79      149      159                  
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,671
COMMITMENTS
       0      970      350   33,364   39,873   33,714   41,193   11,957    4,478

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        773)
       0        0        0      915      648      915      648     -142      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.1      0.8     73.1     87.3     73.8     90.2     26.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        1       25       29       26       32                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,018,859
COMMITMENTS
 225,842  433,583  284,160  443,234  258,850  953,235  976,594   65,623   42,265

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -38,271)
 -12,796   -8,150  -12,900   -7,584  -15,919  -33,281  -36,970   -4,990   -1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     42.6     27.9     43.5     25.4     93.6     95.9      6.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      91      139      129       65       52      231      251                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      703,735
COMMITMENTS
  31,481   31,134  235,344  432,486  435,001  699,311  701,479    4,424    2,256

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:   -324,615)
   1,017  -18,189 -177,859 -147,822 -128,448 -324,665 -324,496       49     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      4.4     33.4     61.5     61.8     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      42       27       55       50       49      113      110                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      330,875
COMMITMENTS
  71,624  106,383   76,715  174,376  139,815  322,715  322,913    8,160    7,962

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      4,390)
  -3,512   -5,496    7,488     -317    1,188    3,658    3,180      732    1,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     32.2     23.2     52.7     42.3     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      18       12       26       40       37       70       63                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       95,967
COMMITMENTS
  19,929   17,716   13,763   53,965   57,372   87,657   88,851    8,310    7,116

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -39,712)
 -10,858  -18,903   -7,124  -24,038  -16,326  -42,020  -42,353    2,308    2,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     18.5     14.3     56.2     59.8     91.3     92.6      8.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       13       21       19       20       40       46                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,510,628
COMMITMENTS
 564,603   67,996  109,903  791,611  1302281  1466117  1480180   44,511   30,448

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -4,453)
  -6,840   -6,281    4,756   -5,678    3,936   -7,762    2,411    3,309   -6,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.4      4.5      7.3     52.4     86.2     97.1     98.0      2.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      20       19       30       57       54       90       91                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      313,610
COMMITMENTS
   9,046   38,892   40,891  261,912  231,592  311,849  311,375    1,761    2,235

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -82,819)
 -31,272  -22,786  -20,699  -31,059  -39,898  -83,030  -83,383      211      564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     12.4     13.0     83.5     73.8     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9       18       20       37       29       59       54                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      126,371
COMMITMENTS
  42,702   69,136   15,149   67,525   41,184  125,376  125,469      995      902

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      3,060)
    -120    6,125   -2,373    5,613     -632    3,120    3,120      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     54.7     12.0     53.4     32.6     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      15       22       24       23       19       55       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       34,402
COMMITMENTS
  17,647    8,117    4,324   11,678   21,606   33,649   34,047      753      355

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        106)
     -10      -50      -19      110      150       81       81       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.3     23.6     12.6     33.9     62.8     97.8     99.0      2.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       12       15       15       13       35       32                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        2,645
COMMITMENTS
     515      228      565    1,565    1,852    2,645    2,645        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         93)
     238     -251     -133      -13      476       93       93        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5      8.6     21.4     59.2     70.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        5        8        6        7       19       15                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       45,008
COMMITMENTS
   4,890    1,623    4,060   35,690   39,000   44,639   44,684      369      325

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,579)
     137      -12      -64    1,574    1,671    1,647    1,595      -68      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      3.6      9.0     79.3     86.7     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      16       12       14       48       57       71       76                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,902
COMMITMENTS
     642      761      433    2,761    3,240    3,836    4,434    1,066      468

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        238)
      35      -82       -8      206      188      233       98        5      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     15.5      8.8     56.3     66.1     78.3     90.5     21.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        3       21       21       26       26                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      174,205
COMMITMENTS
  10,418    1,505    2,706  160,826  169,994  173,950  174,205      255        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -2,135)
     -35        0      -33   -2,068   -2,102   -2,135   -2,135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.9      1.6     92.3     97.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       20       17       21       19                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,448,667
COMMITMENTS
 187,200        0        0  3261467  3448667  3448667  3448667        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.0      0.0     94.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       16       20       16                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       76,802
COMMITMENTS
     419        0        0   76,383   76,802   76,802   76,802        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      2,002)
       0        0        0    2,002    2,002    2,002    2,002        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     99.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       16       16       16                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,649,567
COMMITMENTS
   4,629        0        0  1644938  1649567  1649567  1649567        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       11       18       11                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,576
COMMITMENTS
     967        0       62   24,407   25,096   25,436   25,158      140      418

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        310)
      60        0        0      250      310      310      310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.0      0.2     95.4     98.1     99.5     98.4      0.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        1       26       27       28       28                  
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      100,503
COMMITMENTS
   2,134    9,284      818   96,693   90,064   99,645  100,166      858      337

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        626)
     117      528      -11      580      139      686      656      -60      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      9.2      0.8     96.2     89.6     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
       7        9        7       59       54       71       67                  
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,153
COMMITMENTS
     255      480       57   28,096   28,511   28,408   29,048      745      105

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,196)
       0        0        0    1,136    1,176    1,136    1,176       60       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.6      0.2     96.4     97.8     97.4     99.6      2.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       17       19       19                  
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,555
COMMITMENTS
   2,503    5,343      242   30,294   27,547   33,039   33,132      516      423

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        513)
      -6      140      -12      504      373      486      501       27       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     15.9      0.7     90.3     82.1     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        4        3       32       32       38       39                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,368
COMMITMENTS
     120      796      459    8,371    7,848    8,950    9,103      418      265

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      8.5      4.9     89.4     83.8     95.5     97.2      4.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        5        3       26       21       30       26                  
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,358
COMMITMENTS
       0      997       58   12,306   12,064   12,364   13,119      994      239

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         44)
       0      -25        0       74       69       74       44      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.5      0.4     92.1     90.3     92.6     98.2      7.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        2       22       21       24       24                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,248,629
COMMITMENTS
 465,111  235,589  878,261  812,630  1040246  2156002  2154095   92,627   94,534

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -7,430)
  -8,758  -13,330   -4,784   12,855    7,818     -687  -10,296   -6,743    2,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     10.5     39.1     36.1     46.3     95.9     95.8      4.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     145      143      207       93      107      346      356                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,407
COMMITMENTS
  33,676    3,860   28,245   28,711   60,084   90,632   92,189    2,775    1,218

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,891)
   1,095      -29      101      704    1,720    1,899    1,792       -8      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.1      4.1     30.2     30.7     64.3     97.0     98.7      3.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        3        3       16       12       20       18                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      125,753
COMMITMENTS
  73,961   11,119    1,487   35,023   58,515  110,471   71,121   15,282   54,632

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -394)
     292        0     -373     -450     -178     -531     -551      137      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.8      8.8      1.2     27.9     46.5     87.8     56.6     12.2     43.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        4        4       12       15       21       19                  
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,545
COMMITMENTS
   6,676    4,774    6,113    2,125    4,064   14,914   14,951      631      594

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -3,386)
  -1,661   -1,762   -1,671       23       72   -3,309   -3,361      -78      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.9     30.7     39.3     13.7     26.1     95.9     96.2      4.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      13        3       10        8        9       24       20                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      152,408
COMMITMENTS
  24,002    1,561   31,646   91,167  107,561  146,815  140,768    5,594   11,640

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -1,658)
     113     -103     -691     -858     -677   -1,437   -1,471     -221     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7      1.0     20.8     59.8     70.6     96.3     92.4      3.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        1       12       23       23       35       35                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      185,983
COMMITMENTS
  21,604   75,904   76,920   80,319   26,538  178,842  179,362    7,141    6,621

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -1,421)
     456      729   -1,895     -364     -991   -1,802   -2,156      381      735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     40.8     41.4     43.2     14.3     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11       13       22       16       14       40       38                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,671
COMMITMENTS
     600        0        0   13,011   13,514   13,611   13,514       60      157

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.0      0.0     95.2     98.9     99.6     98.9      0.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       16       14       17       14                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,549
COMMITMENTS
  16,911    8,922      330    5,702   13,697   22,944   22,949    1,606    1,600

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        329)
     212      194        7       23       75      242      275       87       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.9     36.3      1.3     23.2     55.8     93.5     93.5      6.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      64       48       14       29       27      100       83                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       67,052
COMMITMENTS
  46,787   23,253    1,792   11,041   38,591   59,620   63,637    7,432    3,415

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -3,015)
    -967   -1,401   -1,315     -520       73   -2,802   -2,643     -213     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.8     34.7      2.7     16.5     57.6     88.9     94.9     11.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
     119       66       22       36       33      168      109                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      365,656
COMMITMENTS
 120,715   44,719   74,703  149,071  227,687  344,488  347,109   21,168   18,548

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -7,884)
   7,413     -776   -4,854  -10,498    1,011   -7,940   -4,619       56   -3,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.0     12.2     20.4     40.8     62.3     94.2     94.9      5.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      80       40       54       82       93      182      168                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,267
COMMITMENTS
   3,329    1,491    1,548   10,091   12,387   14,968   15,426    2,299    1,841

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,089)
      10       60      -25    1,044    1,127    1,029    1,162       60      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      8.6      9.0     58.4     71.7     86.7     89.3     13.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        3        6       18       16       27       23                  
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,872
COMMITMENTS
       0    2,883        0   19,664   16,012   19,664   18,895      208      977

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        722)
       0       25        0      754      675      754      700      -32       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     14.5      0.0     99.0     80.6     99.0     95.1      1.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        4        0       14       24       14       28                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,263
COMMITMENTS
   1,981    6,801    2,267   15,704   11,135   19,952   20,203    2,311    2,060

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        402)
     180     -243        0      297      798      477      555      -75     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     30.5     10.2     70.5     50.0     89.6     90.7     10.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        3        6       20       22       28       28                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       25,266
COMMITMENTS
  11,405   18,862    2,058   11,757    4,346   25,220   25,266       46        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        214)
     114        0        0      100      214      214      214        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.1     74.7      8.1     46.5     17.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        5        3       12        8       20       15                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       21,140
COMMITMENTS
   7,155    6,409    8,232    5,058    5,796   20,445   20,437      695      703

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        663)
     -50      620      256      174     -466      380      410      283      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     30.3     38.9     23.9     27.4     96.7     96.7      3.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      19       17       29        9       10       42       43                  
 
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE        Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       15,905
COMMITMENTS
   2,901    3,583    9,770    3,234    2,552   15,905   15,905        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -1,145)
     389      507   -1,326     -208     -326   -1,145   -1,145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     22.5     61.4     20.3     16.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10        8       13        6        5       21       21                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,952
COMMITMENTS
   2,340       50        0   29,482   31,902   31,822   31,952      130        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      0.2      0.0     92.3     99.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        0       30       26       34       27                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,628
COMMITMENTS
   2,271    7,230      750   11,524    7,490   14,545   15,470    1,083      158

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:          0)
      71       38        0      -71      -38        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     46.3      4.8     73.7     47.9     93.1     99.0      6.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        7        5       22       18       32       27                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,782
COMMITMENTS
     588    1,858      625    8,986    7,914   10,199   10,397      583      385

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         45)
      31        0        0       14       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     17.2      5.8     83.3     73.4     94.6     96.4      5.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        6        7       24       24       34       33                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,977
COMMITMENTS
     905      225      305      627    1,203    1,837    1,733      140      244

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         20)
    -150      -30      -40      225       36       35      -34      -15       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.8     11.4     15.4     31.7     60.8     92.9     87.7      7.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        5        5       11       17       19       25                  
 
 
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE           Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,788
COMMITMENTS
   1,722    1,653       30    6,655    7,086    8,407    8,769      381       19

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      225      225      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     18.8      0.3     75.7     80.6     95.7     99.8      4.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        3       11        9       14       16                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,131
COMMITMENTS
     320    4,017    4,185   24,054   20,429   28,559   28,631    4,572    4,500

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        472)
      71     -352      385       16      359      472      392        0       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     12.1     12.6     72.6     61.7     86.2     86.4     13.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        4       20       21       24       25                  



Updated January 1, 2016