GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    59,318:    23,699      8,996        240     34,707     49,868     58,646     59,104:       672        214
Old  :    59,318:    23,699      8,996        240     34,707     49,868     58,646     59,104:       672        214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     1,804:       739        405         53      1,022      1,336      1,814      1,794:       -10         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       15.2        0.4       58.5       84.1       98.9       99.6:       1.1        0.4
Old  :     100.0:      40.0       15.2        0.4       58.5       84.1       98.9       99.6:       1.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         3          7          3         38         40         43         48:
Old  :        56:         3          7          3         38         40         43         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       45.0       78.3       61.3       48.7       31.7       52.8       40.2
Old  :                 63.0       45.0       78.3       61.3       48.7       31.7       52.8       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     7,460:       220          0          0      7,240      7,460      7,460      7,460:         0          0
Old  :     7,460:       220          0          0      7,240      7,460      7,460      7,460:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       198:         0          0          0        198        198        198        198:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        0.0        0.0       97.1      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.9        0.0        0.0       97.1      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          0         14         17         15         17:
Old  :        21:         1          0          0         14         17         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.9       56.9       89.7       79.4       47.8       39.8       54.4       52.6
Old  :                 74.9       56.9       89.7       79.4       47.8       39.8       54.4       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165E
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     8,178:       710        177        937      5,565      6,309      7,212      7,423:       966        755
Old  :     8,178:       710        177        937      5,565      6,309      7,212      7,423:       966        755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       -72:        11         -5       -180         63         81       -106       -104:        34         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        2.2       11.5       68.0       77.1       88.2       90.8:      11.8        9.2
Old  :     100.0:       8.7        2.2       11.5       68.0       77.1       88.2       90.8:      11.8        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          3          5         25         28         31         34:
Old  :        36:         3          3          5         25         28         31         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       29.8       55.9       48.8       16.8       13.1       22.0       18.3
Old  :                 38.6       29.8       55.9       48.8       16.8       13.1       22.0       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-02165K
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     7,078:     1,924        174        252      4,137      6,103      6,313      6,529:       765        549
Old  :     7,078:     1,924        174        252      4,137      6,103      6,313      6,529:       765        549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       264:       106         16        -57        172        229        221        188:        43         76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        2.5        3.6       58.4       86.2       89.2       92.2:      10.8        7.8
Old  :     100.0:      27.2        2.5        3.6       58.4       86.2       89.2       92.2:      10.8        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         6          2          5         26         35         32         42:
Old  :        43:         6          2          5         26         35         32         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       40.8       57.7       58.6       27.9       29.3       36.7       38.5
Old  :                 43.0       40.8       57.7       58.6       27.9       29.3       36.7       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-021A17
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     7,033:       887        663        900      5,074      4,976      6,861      6,539:       172        494
Old  :     7,033:       887        663        900      5,074      4,976      6,861      6,539:       172        494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       417:       110        -58         98        154        387        362        427:        55        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        9.4       12.8       72.1       70.8       97.6       93.0:       2.4        7.0
Old  :     100.0:      12.6        9.4       12.8       72.1       70.8       97.6       93.0:       2.4        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         7          4          7         27         26         37         34:
Old  :        45:         7          4          7         27         26         37         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       53.1       59.2       65.2       36.9       51.3       54.0       59.0
Old  :                 38.3       53.1       59.2       65.2       36.9       51.3       54.0       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-021A19
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     1,373:       315        606        105        838        602      1,258      1,313:       115         60
Old  :     1,373:       315        606        105        838        602      1,258      1,313:       115         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :        35:        90         75        -70         15         30         35         35:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       44.1        7.6       61.0       43.8       91.6       95.6:       8.4        4.4
Old  :     100.0:      22.9       44.1        7.6       61.0       43.8       91.6       95.6:       8.4        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         6          3          3         16         11         23         16:
Old  :        28:         6          3          3         16         11         23         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       58.3       57.2       76.9       38.6       54.1       53.8       68.2
Old  :                 41.5       58.3       57.2       76.9       38.6       54.1       53.8       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                           Code-021A28
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    28,396:        25     13,231        120     28,202     14,832     28,347     28,183:        49        213
Old  :    28,396:        25     13,231        120     28,202     14,832     28,347     28,183:        49        213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     1,055:         0        630          0      1,055        425      1,055      1,055:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       46.6        0.4       99.3       52.2       99.8       99.2:       0.2        0.8
Old  :     100.0:       0.1       46.6        0.4       99.3       52.2       99.8       99.2:       0.2        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         1          3          1         28         17         30         20:
Old  :        34:         1          3          1         28         17         30         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       70.7       72.3       91.9       41.4       62.8       57.8       69.1
Old  :                 53.3       70.7       72.3       91.9       41.4       62.8       57.8       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-021A35
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     4,558:     1,031      2,110        354      2,609      1,869      3,994      4,333:       564        225
Old  :     4,558:     1,031      2,110        354      2,609      1,869      3,994      4,333:       564        225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :        82:        84        125         10        -10        -40         84         95:        -2        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       46.3        7.8       57.2       41.0       87.6       95.1:      12.4        4.9
Old  :     100.0:      22.6       46.3        7.8       57.2       41.0       87.6       95.1:      12.4        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         7          7          6         24         16         34         26:
Old  :        42:         7          7          6         24         16         34         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       46.3       60.3       67.9       44.4       45.5       55.8       64.0
Old  :                 45.0       46.3       60.3       67.9       44.4       45.5       55.8       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                           Code-021A56
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 metric tons                                                           :
     :          :                                                                            :
All  :     3,155:         0        608        215      2,449      2,216      2,664      3,039:       491        116
Old  :     3,155:         0        608        215      2,449      2,216      2,664      3,039:       491        116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       19.3        6.8       77.6       70.2       84.4       96.3:      15.6        3.7
Old  :     100.0:       0.0       19.3        6.8       77.6       70.2       84.4       96.3:      15.6        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          3          3         17         15         20         18:
Old  :        21:         0          3          3         17         15         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       51.4       67.1       76.6       24.3       37.2       30.8       42.3
Old  :                 48.4       51.4       67.1       76.6       24.3       37.2       30.8       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   378,646:    62,999     63,507     56,451    216,132    226,173    335,582    346,131:    43,064     32,515
Old  :   378,646:    62,999     63,507     56,451    216,132    226,173    335,582    346,131:    43,064     32,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    20,340:    -1,546     -4,114      6,044     14,575     22,220     19,073     24,150:     1,267     -3,810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       16.8       14.9       57.1       59.7       88.6       91.4:      11.4        8.6
Old  :     100.0:      16.6       16.8       14.9       57.1       59.7       88.6       91.4:      11.4        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        40         55         60         81         84        158        165:
Old  :       191:        40         55         60         81         84        158        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       17.4       24.5       29.1       10.8        9.5       18.0       16.2
Old  :                 14.9       17.4       24.5       29.1       10.8        9.5       18.0       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE                                                Code-022A13
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    56,436:         0      1,750        500     44,998     47,297     45,498     49,547:    10,938      6,889
Old  :    56,436:         0      1,750        500     44,998     47,297     45,498     49,547:    10,938      6,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     3,958:         0          0          0      3,820      3,878      3,820      3,878:       138         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.1        0.9       79.7       83.8       80.6       87.8:      19.4       12.2
Old  :     100.0:       0.0        3.1        0.9       79.7       83.8       80.6       87.8:      19.4       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         0          2          1         24         29         25         31:
Old  :        36:         0          2          1         24         29         25         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       29.2       61.0       47.1       35.4       26.1       44.0       38.5
Old  :                 42.5       29.2       61.0       47.1       35.4       26.1       44.0       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,070,818:   255,088    434,965    340,116    408,606    251,167  1,003,810  1,026,248:    67,008     44,570
Old  : 1,070,818:   255,088    434,965    340,116    408,606    251,167  1,003,810  1,026,248:    67,008     44,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -38,453:    -9,901    -33,406      2,462    -31,009     -8,442    -38,448    -39,386:        -5        933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       40.6       31.8       38.2       23.5       93.7       95.8:       6.3        4.2
Old  :     100.0:      23.8       40.6       31.8       38.2       23.5       93.7       95.8:       6.3        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       113        135        139         70         57        263        262:
Old  :       332:       113        135        139         70         57        263        262:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       17.7       24.3       28.7        9.7       11.3       16.3       18.4
Old  :                 15.3       17.7       24.3       28.7        9.7       11.3       16.3       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                   Code-023A55
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :   297,722:    63,727     97,369     65,156    160,694    130,360    289,577    292,885:     8,145      4,837
Old  :   297,722:    63,727     97,369     65,156    160,694    130,360    289,577    292,885:     8,145      4,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    -8,603:    -4,726     -3,501     -2,885       -599     -2,495     -8,210     -8,881:      -393        278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       32.7       21.9       54.0       43.8       97.3       98.4:       2.7        1.6
Old  :     100.0:      21.4       32.7       21.9       54.0       43.8       97.3       98.4:       2.7        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        19         13         29         35         35         66         67:
Old  :        72:        19         13         29         35         35         66         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       42.2       48.4       55.2       25.2       33.6       34.8       38.3
Old  :                 31.0       42.2       48.4       55.2       25.2       33.6       34.8       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                Code-023A56
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :   120,257:    16,190     23,808     23,640     73,542     68,597    113,372    116,045:     6,885      4,212
Old  :   120,257:    16,190     23,808     23,640     73,542     68,597    113,372    116,045:     6,885      4,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     4,569:    -2,328        139      1,715      4,452      2,574      3,839      4,428:       730        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       19.8       19.7       61.2       57.0       94.3       96.5:       5.7        3.5
Old  :     100.0:      13.5       19.8       19.7       61.2       57.0       94.3       96.5:       5.7        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        17         18         32         27         26         59         61:
Old  :        62:        17         18         32         27         26         59         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       37.7       40.9       52.7       17.3       25.1       25.1       33.8
Old  :                 28.1       37.7       40.9       52.7       17.3       25.1       25.1       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-03565B
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,482,368:   555,964     55,728    126,059    766,106  1,274,579  1,448,129  1,456,366:    34,239     26,002
Old  : 1,482,368:   555,964     55,728    126,059    766,106  1,274,579  1,448,129  1,456,366:    34,239     26,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    16,233:     4,374      5,030     -1,470     10,964     12,165     13,868     15,725:     2,365        508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5        3.8        8.5       51.7       86.0       97.7       98.2:       2.3        1.8
Old  :     100.0:      37.5        3.8        8.5       51.7       86.0       97.7       98.2:       2.3        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        23         12         28         56         51         89         82:
Old  :        99:        23         12         28         56         51         89         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       37.7       60.4       60.3       44.7       36.4       52.8       54.8
Old  :                 47.2       37.7       60.4       60.3       44.7       36.4       52.8       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   340,695:    21,693     73,429     37,694    278,704    222,469    338,091    333,592:     2,604      7,103
Old  :   340,695:    21,693     73,429     37,694    278,704    222,469    338,091    333,592:     2,604      7,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     5,109:      -142        876      1,508      4,044      1,293      5,410      3,677:      -301      1,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       21.6       11.1       81.8       65.3       99.2       97.9:       0.8        2.1
Old  :     100.0:       6.4       21.6       11.1       81.8       65.3       99.2       97.9:       0.8        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        15         19         28         35         30         66         61:
Old  :        72:        15         19         28         35         30         66         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       41.6       54.3       61.7       27.6       29.3       42.9       43.1
Old  :                 34.0       41.6       54.3       61.7       27.6       29.3       42.9       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                            Code-024656
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :   119,068:    47,931     52,485     19,450     50,333     46,206    117,714    118,141:     1,354        927
Old  :   119,068:    47,931     52,485     19,450     50,333     46,206    117,714    118,141:     1,354        927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     2,524:     3,426     -1,050       -540       -461      4,244      2,425      2,654:        99       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       44.1       16.3       42.3       38.8       98.9       99.2:       1.1        0.8
Old  :     100.0:      40.3       44.1       16.3       42.3       38.8       98.9       99.2:       1.1        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        16         19         22         22         20         50         49:
Old  :        58:        16         19         22         22         20         50         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       40.6       65.2       65.2       31.4       35.1       44.0       45.7
Old  :                 37.3       40.6       65.2       65.2       31.4       35.1       44.0       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE                                           Code-024658
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    28,880:    17,391      4,292      4,909      6,100     19,394     28,400     28,595:       480        285
Old  :    28,880:    17,391      4,292      4,909      6,100     19,394     28,400     28,595:       480        285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       511:       509        689       -204        311         18        616        503:      -105          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.2       14.9       17.0       21.1       67.2       98.3       99.0:       1.7        1.0
Old  :     100.0:      60.2       14.9       17.0       21.1       67.2       98.3       99.0:       1.7        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16          9         16         15         14         37         34:
Old  :        43:        16          9         16         15         14         37         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       50.8       64.1       71.7       45.1       44.7       57.4       62.5
Old  :                 47.7       50.8       64.1       71.7       45.1       44.7       57.4       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-025608
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (100 CUBIC METERS)                                                         :
     :          :                                                                            :
All  :     3,575:       115        106         75      3,173      3,282      3,363      3,463:       212        112
Old  :     3,575:       115        106         75      3,173      3,282      3,363      3,463:       212        112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       259:        25        -20         20        224        289        269        289:       -10        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        3.0        2.1       88.8       91.8       94.1       96.9:       5.9        3.1
Old  :     100.0:       3.2        3.0        2.1       88.8       91.8       94.1       96.9:       5.9        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          2          3         17         17         20         21:
Old  :        22:         2          2          3         17         17         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       48.5       67.9       74.3       26.4       19.7       30.3       29.2
Old  :                 48.6       48.5       67.9       74.3       26.4       19.7       30.3       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-025651
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    42,294:     5,662      1,551      2,112     34,174     38,277     41,948     41,940:       346        354
Old  :    42,294:     5,662      1,551      2,112     34,174     38,277     41,948     41,940:       346        354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     1,868:      -577        226        -22      2,370      1,618      1,771      1,822:        97         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        3.7        5.0       80.8       90.5       99.2       99.2:       0.8        0.8
Old  :     100.0:      13.4        3.7        5.0       80.8       90.5       99.2       99.2:       0.8        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        13         11          9         44         56         61         72:
Old  :        83:        13         11          9         44         56         61         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       39.5       49.3       58.2       15.0       24.6       23.5       29.4
Old  :                 31.4       39.5       49.3       58.2       15.0       24.6       23.5       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE                                            Code-03265J
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     5,070:       698      1,017        534      2,892      3,235      4,124      4,786:       946        284
Old  :     5,070:       698      1,017        534      2,892      3,235      4,124      4,786:       946        284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       424:        62        -87         50        272        441        384        404:        40         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       20.1       10.5       57.0       63.8       81.3       94.4:      18.7        5.6
Old  :     100.0:      13.8       20.1       10.5       57.0       63.8       81.3       94.4:      18.7        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         9          5         10         23         26         35         38:
Old  :        46:         9          5         10         23         26         35         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       29.9       44.8       46.3       21.7       27.9       33.7       42.1
Old  :                 27.5       29.9       44.8       46.3       21.7       27.9       33.7       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                               Code-064A58
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours-5MW per                                    :
     :          :                                                                            :
All  :   219,728:    11,360        955      2,455    205,722    216,318    219,537    219,728:       191          0
Old  :   219,728:    11,360        955      2,455    205,722    216,318    219,537    219,728:       191          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     1,731:         0          0          0      1,731      1,731      1,731      1,731:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        0.4        1.1       93.6       98.4       99.9      100.0:       0.1        0.0
Old  :     100.0:       5.2        0.4        1.1       93.6       98.4       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          1          1         22         18         23         20:
Old  :        28:         1          1          1         22         18         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       82.2       70.6       91.2       47.0       65.7       61.9       68.5
Old  :                 49.2       82.2       70.6       91.2       47.0       65.7       61.9       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE                                              Code-064A59
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 3,711,673:   208,370     15,860     53,500  3,449,803  3,642,313  3,711,673  3,711,673:         0          0
Old  : 3,711,673:   208,370     15,860     53,500  3,449,803  3,642,313  3,711,673  3,711,673:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    29,825:    93,920          0     -7,500    -56,595     37,325     29,825     29,825:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        0.4        1.4       92.9       98.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       5.6        0.4        1.4       92.9       98.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          1          1         19         18         20         20:
Old  :        26:         1          1          1         19         18         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.2       80.3       84.4       89.4       41.5       50.4       53.1       55.4
Old  :                 62.2       80.3       84.4       89.4       41.5       50.4       53.1       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-064A64
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    74,446:       430          0          0     73,825     74,446     74,255     74,446:       191          0
Old  :    74,446:       430          0          0     73,825     74,446     74,255     74,446:       191          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       162:         0          0          0        162        162        162        162:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.0        0.0       99.2      100.0       99.7      100.0:       0.3        0.0
Old  :     100.0:       0.6        0.0        0.0       99.2      100.0       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          0         15         16         16         16:
Old  :        22:         1          0          0         15         16         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       60.2       86.6       84.9       55.3       46.7       63.4       58.6
Old  :                 68.0       60.2       86.6       84.9       55.3       46.7       63.4       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-064A80
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 1,329,041:     1,152          0          0  1,327,889  1,329,041  1,329,041  1,329,041:         0          0
Old  : 1,329,041:     1,152          0          0  1,327,889  1,329,041  1,329,041  1,329,041:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    38,653:         0          0          0     38,653     38,653     38,653     38,653:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.0        0.0       99.9      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.1        0.0        0.0       99.9      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          0         15         12         16         12:
Old  :        21:         1          0          0         15         12         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       78.5       80.7       94.4       40.5       63.5       54.1       66.3
Old  :                 59.6       78.5       80.7       94.4       40.5       63.5       54.1       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06665G
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    22,354:       394        123         63     21,782     21,938     22,239     22,124:       115        230
Old  :    22,354:       394        123         63     21,782     21,938     22,239     22,124:       115        230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     1,095:         5          0          0      1,090      1,095      1,095      1,095:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        0.6        0.3       97.4       98.1       99.5       99.0:       0.5        1.0
Old  :     100.0:       1.8        0.6        0.3       97.4       98.1       99.5       99.0:       0.5        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         1          1          1         24         29         26         30:
Old  :        37:         1          1          1         24         29         26         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       46.7       80.6       71.6       48.7       32.2       58.6       48.8
Old  :                 64.3       46.7       80.6       71.6       48.7       32.2       58.6       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                            Code-06665O
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :   121,126:     2,559      2,950        475    117,329    117,213    120,363    120,638:       763        488
Old  :   121,126:     2,559      2,950        475    117,329    117,213    120,363    120,638:       763        488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       132:       429        -20         13       -143        146        299        139:      -167         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        2.4        0.4       96.9       96.8       99.4       99.6:       0.6        0.4
Old  :     100.0:       2.1        2.4        0.4       96.9       96.8       99.4       99.6:       0.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:         8          6          4         55         53         64         62:
Old  :        76:         8          6          4         55         53         64         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       46.5       69.2       64.9       25.0       25.3       30.7       30.6
Old  :                 51.8       46.5       69.2       64.9       25.0       25.3       30.7       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                   Code-06665P
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    50,494:     4,374        480        102     45,193     49,862     49,669     50,444:       825         50
Old  :    50,494:     4,374        480        102     45,193     49,862     49,669     50,444:       825         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     6,110:     4,320          0          0      2,270      6,110      6,590      6,110:      -480          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        1.0        0.2       89.5       98.7       98.4       99.9:       1.6        0.1
Old  :     100.0:       8.7        1.0        0.2       89.5       98.7       98.4       99.9:       1.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          1          1         18         20         20         22:
Old  :        23:         2          1          1         18         20         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       56.9       89.1       74.1       44.0       33.1       47.8       44.0
Old  :                 59.7       56.9       89.1       74.1       44.0       33.1       47.8       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                 Code-06665Q
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    31,330:     1,582        257        150     29,343     30,698     31,075     31,105:       255        225
Old  :    31,330:     1,582        257        150     29,343     30,698     31,075     31,105:       255        225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     1,864:        -5         60        -53      2,061      1,922      2,003      1,929:      -139        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        0.8        0.5       93.7       98.0       99.2       99.3:       0.8        0.7
Old  :     100.0:       5.0        0.8        0.5       93.7       98.0       99.2       99.3:       0.8        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         2          3          3         35         35         40         39:
Old  :        47:         2          3          3         35         35         40         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       51.0       67.6       68.6       28.1       29.3       40.2       37.8
Old  :                 46.2       51.0       67.6       68.6       28.1       29.3       40.2       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-06665R
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    14,956:       136      1,234        768     13,700     12,601     14,604     14,603:       352        353
Old  :    14,956:       136      1,234        768     13,700     12,601     14,604     14,603:       352        353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       263:        16       -120        239        253        179        508        298:      -245        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        8.3        5.1       91.6       84.3       97.6       97.6:       2.4        2.4
Old  :     100.0:       0.9        8.3        5.1       91.6       84.3       97.6       97.6:       2.4        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3          4          4         28         30         34         35:
Old  :        45:         3          4          4         28         30         34         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       50.9       73.5       68.1       58.0       45.7       65.5       61.4
Old  :                 59.5       50.9       73.5       68.1       58.0       45.7       65.5       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                    Code-06665T
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    14,682:       175        264        102     13,623     14,066     13,900     14,432:       782        250
Old  :    14,682:       175        264        102     13,623     14,066     13,900     14,432:       782        250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       307:       -76         59         17        351        213        292        289:        15         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        1.8        0.7       92.8       95.8       94.7       98.3:       5.3        1.7
Old  :     100.0:       1.2        1.8        0.7       92.8       95.8       94.7       98.3:       5.3        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          3          2         24         20         27         23:
Old  :        31:         1          3          2         24         20         27         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       59.6       74.4       78.5       46.8       56.2       56.9       67.5
Old  :                 56.4       59.6       74.4       78.5       46.8       56.2       56.9       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 1,705,631:   527,838    219,861    539,732    552,733    849,662  1,620,303  1,609,255:    85,328     96,376
Old  : 1,705,631:   527,838    219,861    539,732    552,733    849,662  1,620,303  1,609,255:    85,328     96,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -77,226:   -16,578    -54,699    -28,363    -28,775        417    -73,716    -82,645:    -3,510      5,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       12.9       31.6       32.4       49.8       95.0       94.3:       5.0        5.7
Old  :     100.0:      30.9       12.9       31.6       32.4       49.8       95.0       94.3:       5.0        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       123        136        164         92        111        305        336:
Old  :       394:       123        136        164         92        111        305        336:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       12.5       29.5       21.2       18.3        9.4       25.1       15.5
Old  :                 18.4       12.5       29.5       21.2       18.3        9.4       25.1       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06765A
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   124,782:    72,496     13,187      2,405     35,440     72,817    110,341     88,409:    14,441     36,373
Old  :   124,782:    72,496     13,187      2,405     35,440     72,817    110,341     88,409:    14,441     36,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     3,295:     1,411       -738      1,699      2,087      9,000      5,197      9,961:    -1,902     -6,666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.1       10.6        1.9       28.4       58.4       88.4       70.9:      11.6       29.1
Old  :     100.0:      58.1       10.6        1.9       28.4       58.4       88.4       70.9:      11.6       29.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          5          6         16         19         24         27:
Old  :        30:         5          5          6         16         19         24         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.2       28.7       80.1       49.3       68.3       27.6       77.0       47.0
Old  :                 69.2       28.7       80.1       49.3       68.3       27.6       77.0       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                 Code-06765T
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   166,252:    10,379     70,159     78,211     70,637     11,182    159,227    159,552:     7,025      6,700
Old  :   166,252:    10,379     70,159     78,211     70,637     11,182    159,227    159,552:     7,025      6,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    10,518:     1,412      2,313      7,678      1,686         79     10,776     10,070:      -258        448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       42.2       47.0       42.5        6.7       95.8       96.0:       4.2        4.0
Old  :     100.0:       6.2       42.2       47.0       42.5        6.7       95.8       96.0:       4.2        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        13         12         23         16         14         42         39:
Old  :        44:        13         12         23         16         14         42         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       53.7       56.9       77.6       24.8       37.6       33.3       42.3
Old  :                 41.5       53.7       56.9       77.6       24.8       37.6       33.3       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE                                             Code-067A49
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    14,787:       480         90          0     14,202     14,647     14,682     14,737:       105         50
Old  :    14,787:       480         90          0     14,202     14,647     14,682     14,737:       105         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    -2,672:       -60         90        -90     -2,552     -2,722     -2,702     -2,722:        30         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        0.6        0.0       96.0       99.1       99.3       99.7:       0.7        0.3
Old  :     100.0:       3.2        0.6        0.0       96.0       99.1       99.3       99.7:       0.7        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          1          0         21         21         22         22:
Old  :        32:         1          1          0         21         21         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       67.8       81.9       87.0       53.2       58.1       68.1       71.2
Old  :                 62.1       67.8       81.9       87.0       53.2       58.1       68.1       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    22,446:    14,919      6,719        341      5,655     14,152     20,915     21,212:     1,531      1,234
Old  :    22,446:    14,919      6,719        341      5,655     14,152     20,915     21,212:     1,531      1,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       382:       918       -984         52       -720      1,444        250        512:       132       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.5       29.9        1.5       25.2       63.0       93.2       94.5:       6.8        5.5
Old  :     100.0:      66.5       29.9        1.5       25.2       63.0       93.2       94.5:       6.8        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        67         41         12         28         32        101         80:
Old  :       161:        67         41         12         28         32        101         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       29.4       44.6       47.5       33.6       29.2       44.5       46.7
Old  :                 33.6       29.4       44.6       47.5       33.6       29.2       44.5       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :    62,649:    44,295     11,931      2,238      8,752     45,774     55,285     59,943:     7,364      2,706
Old  :    62,649:    44,295     11,931      2,238      8,752     45,774     55,285     59,943:     7,364      2,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :      -585:      -201       -700       -186       -706        388     -1,093       -498:       508        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.7       19.0        3.6       14.0       73.1       88.2       95.7:      11.8        4.3
Old  :     100.0:      70.7       19.0        3.6       14.0       73.1       88.2       95.7:      11.8        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:       120         49         20         27         35        158         96:
Old  :       225:       120         49         20         27         35        158         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       37.4       26.7       52.3       18.6       36.2       26.7       51.1
Old  :                 18.6       37.4       26.7       52.3       18.6       36.2       26.7       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   430,809:   121,605     31,817     69,870    212,923    309,780    404,398    411,467:    26,411     19,342
Old  :   430,809:   121,605     31,817     69,870    212,923    309,780    404,398    411,467:    26,411     19,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     2,310:      -474      3,993     -8,171      7,880      5,850       -765      1,672:     3,075        638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        7.4       16.2       49.4       71.9       93.9       95.5:       6.1        4.5
Old  :     100.0:      28.2        7.4       16.2       49.4       71.9       93.9       95.5:       6.1        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        84         36         67         90        104        203        184:
Old  :       238:        84         36         67         90        104        203        184:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       16.3       24.4       28.8       13.3       10.0       18.6       16.8
Old  :                 14.9       16.3       24.4       28.8       13.3       10.0       18.6       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE                                                 Code-111A47
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     9,125:     2,185          0         16      4,269      6,845      6,470      6,861:     2,655      2,264
Old  :     9,125:     2,185          0         16      4,269      6,845      6,470      6,861:     2,655      2,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       901:        32          0          0        769        890        801        890:       100         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        0.0        0.2       46.8       75.0       70.9       75.2:      29.1       24.8
Old  :     100.0:      23.9        0.0        0.2       46.8       75.0       70.9       75.2:      29.1       24.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          0          1         17         18         19         19:
Old  :        21:         2          0          1         17         18         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       32.8       53.6       52.0       33.2       23.8       41.3       37.4
Old  :                 37.0       32.8       53.6       52.0       33.2       23.8       41.3       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                                                    Code-192651
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20 SHORT TONS)                                               :
     :          :                                                                            :
All  :    25,020:    10,734     21,875        747     13,332      2,398     24,813     25,020:       207          0
Old  :    25,020:    10,734     21,875        747     13,332      2,398     24,813     25,020:       207          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       -76:      -175        -76          0         39          0       -136        -76:        60          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9       87.4        3.0       53.3        9.6       99.2      100.0:       0.8        0.0
Old  :     100.0:      42.9       87.4        3.0       53.3        9.6       99.2      100.0:       0.8        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          5          2         13          7         19         12:
Old  :        24:         4          5          2         13          7         19         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.8       89.3       91.0       97.4       82.8       86.3       89.3       93.2
Old  :                 82.8       89.3       91.0       97.4       82.8       86.3       89.3       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE                                           Code-195651
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500 DRY METRIC TONS)                                         :
     :          :                                                                            :
All  :    26,191:     9,236      8,786      9,213      7,193      7,692     25,642     25,691:       549        500
Old  :    26,191:     9,236      8,786      9,213      7,193      7,692     25,642     25,691:       549        500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       431:       144        -62        -38        354        391        460        291:       -29        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       33.5       35.2       27.5       29.4       97.9       98.1:       2.1        1.9
Old  :     100.0:      35.3       33.5       35.2       27.5       29.4       97.9       98.1:       2.1        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        22         21         29          8         10         43         47:
Old  :        54:        22         21         29          8         10         43         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       38.1       46.4       56.2       17.5       29.1       29.6       35.6
Old  :                 27.7       38.1       46.4       56.2       17.5       29.1       29.6       35.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465A
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    32,029:     3,123        275        375     28,216     31,379     31,714     32,029:       315          0
Old  :    32,029:     3,123        275        375     28,216     31,379     31,714     32,029:       315          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     3,621:       -25          0          0      3,646      3,621      3,621      3,621:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        0.9        1.2       88.1       98.0       99.0      100.0:       1.0        0.0
Old  :     100.0:       9.8        0.9        1.2       88.1       98.0       99.0      100.0:       1.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3          2          1         29         20         33         23:
Old  :        41:         3          2          1         29         20         33         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       68.6       60.5       91.9       29.3       58.1       46.1       63.3
Old  :                 35.3       68.6       60.5       91.9       29.3       58.1       46.1       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465C
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     2,415:         0      1,275        100      2,315      1,040      2,415      2,415:         0          0
Old  :     2,415:         0      1,275        100      2,315      1,040      2,415      2,415:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       225:       -50         25         50        225        150        225        225:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       52.8        4.1       95.9       43.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0       52.8        4.1       95.9       43.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          4          2         13          6         15         11:
Old  :        22:         0          4          2         13          6         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       70.4       83.6       94.2       62.7       70.4       82.0       92.1
Old  :                 64.4       70.4       83.6       94.2       62.7       70.4       82.0       92.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-86565A
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     8,902:     2,135      2,472        215      6,507      6,215      8,857      8,902:        45          0
Old  :     8,902:     2,135      2,472        215      6,507      6,215      8,857      8,902:        45          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       150:         0          0          0        150        150        150        150:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       27.8        2.4       73.1       69.8       99.5      100.0:       0.5        0.0
Old  :     100.0:      24.0       27.8        2.4       73.1       69.8       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          3          2         10         12         14         15:
Old  :        20:         2          3          2         10         12         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       75.5       90.2       89.5       49.8       53.0       62.3       61.4
Old  :                 63.3       75.5       90.2       89.5       49.8       53.0       62.3       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-86565C
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    17,596:     3,314      8,243        588     12,674      8,566     16,576     17,397:     1,020        199
Old  :    17,596:     3,314      8,243        588     12,674      8,566     16,576     17,397:     1,020        199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     1,218:       175         47         13      1,139      1,038      1,327      1,098:      -109        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       46.8        3.3       72.0       48.7       94.2       98.9:       5.8        1.1
Old  :     100.0:      18.8       46.8        3.3       72.0       48.7       94.2       98.9:       5.8        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         7          4          4         24         18         33         24:
Old  :        37:         7          4          4         24         18         33         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       58.5       61.6       78.1       38.2       52.0       54.1       64.9
Old  :                 41.2       58.5       61.6       78.1       38.2       52.0       54.1       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE                                            Code-86565G
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 BARREL                                                               :
     :          :                                                                            :
All  :     6,459:        57      4,739         79      5,406      1,174      5,542      5,992:       917        467
Old  :     6,459:        57      4,739         79      5,406      1,174      5,542      5,992:       917        467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       291:         0        137         30        160         33        190        200:       101         91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9       73.4        1.2       83.7       18.2       85.8       92.8:      14.2        7.2
Old  :     100.0:       0.9       73.4        1.2       83.7       18.2       85.8       92.8:      14.2        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          2          3         19         12         23         16:
Old  :        24:         2          2          3         19         12         23         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       84.7       57.8       89.8       26.0       74.3       45.2       74.3
Old  :                 36.8       84.7       57.8       89.8       26.0       74.3       45.2       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-86665A
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    10,112:       722      1,905        986      8,224      6,953      9,932      9,844:       180        268
Old  :    10,112:       722      1,905        986      8,224      6,953      9,932      9,844:       180        268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       450:       -99        120        108        441        238        450        466:         0        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       18.8        9.8       81.3       68.8       98.2       97.3:       1.8        2.7
Old  :     100.0:       7.1       18.8        9.8       81.3       68.8       98.2       97.3:       1.8        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         8          9         11         25         20         39         35:
Old  :        50:         8          9         11         25         20         39         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       38.2       69.0       61.8       44.7       34.9       58.0       50.6
Old  :                 51.9       38.2       69.0       61.8       44.7       34.9       58.0       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE                                           Code-86665E
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (100 METRIC TONS)                                                          :
     :          :                                                                            :
All  :     1,310:       401        300        235        547        627      1,183      1,162:       127        148
Old  :     1,310:       401        300        235        547        627      1,183      1,162:       127        148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       160:        50         20         30         80        110        160        160:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       22.9       17.9       41.8       47.9       90.3       88.7:       9.7       11.3
Old  :     100.0:      30.6       22.9       17.9       41.8       47.9       90.3       88.7:       9.7       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         8          6          6          8          9         17         20:
Old  :        28:         8          6          6          8          9         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       39.0       68.9       57.8       41.0       35.2       56.0       52.4
Old  :                 48.6       39.0       68.9       57.8       41.0       35.2       56.0       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE                                                  Code-967654
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    34,371:     3,996      7,371      4,146     21,347     16,441     29,489     27,958:     4,882      6,413
Old  :    34,371:     3,996      7,371      4,146     21,347     16,441     29,489     27,958:     4,882      6,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     1,918:       636       -284        711        571      1,054      1,918      1,481:         0        437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       21.4       12.1       62.1       47.8       85.8       81.3:      14.2       18.7
Old  :     100.0:      11.6       21.4       12.1       62.1       47.8       85.8       81.3:      14.2       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         6          2          5         16         13         24         18:
Old  :        25:         6          2          5         16         13         24         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       59.9       55.1       73.5       30.2       42.4       41.3       47.8
Old  :                 39.1       59.9       55.1       73.5       30.2       42.4       41.3       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 25, 2016