GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders - Futures Only, March 29, 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  :    61,279:    23,638      9,148        324     36,649     51,603     60,611     61,075:       668        204
Old  :    61,279:    23,638      9,148        324     36,649     51,603     60,611     61,075:       668        204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :     1,961:       -61        152         84      1,942      1,735      1,965      1,971:        -4        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       14.9        0.5       59.8       84.2       98.9       99.7:       1.1        0.3
Old  :     100.0:      38.6       14.9        0.5       59.8       84.2       98.9       99.7:       1.1        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  :        57:         3          8          4         38         40         44         49:
Old  :        57:         3          8          4         38         40         44         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  :                 61.4       45.8       77.7       61.9       47.4       30.7       51.1       39.0
Old  :                 61.4       45.8       77.7       61.9       47.4       30.7       51.1       39.0
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 29, 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  :     7,687:       220          0          0      7,467      7,687      7,687      7,687:         0          0
Old  :     7,687:       220          0          0      7,467      7,687      7,687      7,687:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       227:         0          0          0        227        227        227        227:         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  :                 73.8       57.0       90.1       80.0       47.5       39.6       53.9       52.3
Old  :                 73.8       57.0       90.1       80.0       47.5       39.6       53.9       52.3
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 29, 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  :     8,285:       728        182        962      5,611      6,373      7,301      7,517:       984        768
Old  :     8,285:       728        182        962      5,611      6,373      7,301      7,517:       984        768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       107:        18          5         25         46         64         89         94:        18         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        2.2       11.6       67.7       76.9       88.1       90.7:      11.9        9.3
Old  :     100.0:       8.8        2.2       11.6       67.7       76.9       88.1       90.7:      11.9        9.3
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  :        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  :                 38.2       29.6       55.1       48.2       16.2       13.1       21.9       18.1
Old  :                 38.2       29.6       55.1       48.2       16.2       13.1       21.9       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-02165G
Commitments of Traders - Futures Only, March 29, 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  :     1,619:       345          0        184        738      1,112      1,267      1,296:       352        323
Old  :     1,619:       345          0        184        738      1,112      1,267      1,296:       352        323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        0.0       11.4       45.6       68.7       78.3       80.0:      21.7       20.0
Old  :     100.0:      21.3        0.0       11.4       45.6       68.7       78.3       80.0:      21.7       20.0
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  :        23:         4          0          2         13         18         17         20:
Old  :        23:         4          0          2         13         18         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  :                 37.5       37.4       59.5       55.7       28.9       29.1       43.1       40.8
Old  :                 37.5       37.4       59.5       55.7       28.9       29.1       43.1       40.8
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 29, 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  :     7,487:     2,071        182        241      4,450      6,641      6,762      7,064:       725        423
Old  :     7,487:     2,071        182        241      4,450      6,641      6,762      7,064:       725        423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       409:       147          8        -11        313        538        449        535:       -40       -126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        2.4        3.2       59.4       88.7       90.3       94.4:       9.7        5.6
Old  :     100.0:      27.7        2.4        3.2       59.4       88.7       90.3       94.4:       9.7        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:         6          2          5         28         38         34         45:
Old  :        46:         6          2          5         28         38         34         45:
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  :                 40.6       38.3       56.8       55.9       27.4       27.8       36.6       35.9
Old  :                 40.6       38.3       56.8       55.9       27.4       27.8       36.6       35.9
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 29, 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  :     7,982:       911        743        884      5,987      6,032      7,782      7,659:       200        323
Old  :     7,982:       911        743        884      5,987      6,032      7,782      7,659:       200        323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       949:        24         80        -16        913      1,056        921      1,120:        28       -171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        9.3       11.1       75.0       75.6       97.5       96.0:       2.5        4.0
Old  :     100.0:      11.4        9.3       11.1       75.0       75.6       97.5       96.0:       2.5        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  :        45:         8          3          7         28         25         38         33:
Old  :        45:         8          3          7         28         25         38         33:
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  :                 37.4       53.8       59.2       68.8       36.1       52.2       54.0       65.0
Old  :                 37.4       53.8       59.2       68.8       36.1       52.2       54.0       65.0
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 29, 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  :     1,471:       315        606        130        901        672      1,346      1,408:       125         63
Old  :     1,471:       315        606        130        901        672      1,346      1,408:       125         63
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :        98:         0          0         25         63         70         88         95:        10          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       41.2        8.8       61.3       45.7       91.5       95.7:       8.5        4.3
Old  :     100.0:      21.4       41.2        8.8       61.3       45.7       91.5       95.7:       8.5        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  :        29:         6          3          4         17         12         25         17:
Old  :        29:         6          3          4         17         12         25         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  :                 38.7       56.2       53.9       75.0       36.0       49.4       50.2       65.1
Old  :                 38.7       56.2       53.9       75.0       36.0       49.4       50.2       65.1
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 29, 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  :    28,476:        25     13,153        120     28,282     15,190     28,427     28,463:        49         13
Old  :    28,476:        25     13,153        120     28,282     15,190     28,427     28,463:        49         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :        80:         0        -78          0         80        358         80        280:         0       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       46.2        0.4       99.3       53.3       99.8      100.0:       0.2        0.0
Old  :     100.0:       0.1       46.2        0.4       99.3       53.3       99.8      100.0:       0.2        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  :        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  :                 53.4       69.7       72.2       90.9       40.8       62.6       57.1       68.9
Old  :                 53.4       69.7       72.2       90.9       40.8       62.6       57.1       68.9
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 29, 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  :     4,798:       966      2,155        388      2,786      1,976      4,140      4,519:       658        279
Old  :     4,798:       966      2,155        388      2,786      1,976      4,140      4,519:       658        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       240:       -65         45         34        177        107        146        186:        94         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       44.9        8.1       58.1       41.2       86.3       94.2:      13.7        5.8
Old  :     100.0:      20.1       44.9        8.1       58.1       41.2       86.3       94.2:      13.7        5.8
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:         7          7          8         25         18         36         29:
Old  :        43:         7          7          8         25         18         36         29:
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  :                 43.9       44.5       57.9       66.7       43.3       43.6       54.0       62.6
Old  :                 43.9       44.5       57.9       66.7       43.3       43.6       54.0       62.6
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 29, 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  :     3,166:         0        578        229      2,419      2,246      2,648      3,053:       518        113
Old  :     3,166:         0        578        229      2,419      2,246      2,648      3,053:       518        113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :        11:         0        -30         14        -30         30        -16         14:        27         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.3        7.2       76.4       70.9       83.6       96.4:      16.4        3.6
Old  :     100.0:       0.0       18.3        7.2       76.4       70.9       83.6       96.4:      16.4        3.6
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  :        20:         0          3          3         16         15         19         18:
Old  :        20:         0          3          3         16         15         19         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  :                 48.6       51.2       67.4       76.1       23.9       36.1       29.8       41.5
Old  :                 48.6       51.2       67.4       76.1       23.9       36.1       29.8       41.5
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 29, 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  :   377,333:    64,101     62,948     59,658    211,442    219,877    335,201    342,483:    42,132     34,850
Old  :   377,333:    64,101     62,948     59,658    211,442    219,877    335,201    342,483:    42,132     34,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :    -1,313:     1,102       -559      3,207     -4,690     -6,296       -381     -3,648:      -932      2,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       16.7       15.8       56.0       58.3       88.8       90.8:      11.2        9.2
Old  :     100.0:      17.0       16.7       15.8       56.0       58.3       88.8       90.8:      11.2        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  :       190:        40         55         57         77         84        151        167:
Old  :       190:        40         55         57         77         84        151        167:
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  :                 15.6       17.6       25.4       29.2       10.6        9.4       17.3       16.0
Old  :                 15.6       17.6       25.4       29.2       10.6        9.4       17.3       16.0
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 29, 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  :    61,503:         0      2,375        400     50,244     51,634     50,644     54,409:    10,859      7,094
Old  :    61,503:         0      2,375        400     50,244     51,634     50,644     54,409:    10,859      7,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :     5,067:         0        625       -100      5,246      4,337      5,146      4,862:       -79        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.9        0.7       81.7       84.0       82.3       88.5:      17.7       11.5
Old  :     100.0:       0.0        3.9        0.7       81.7       84.0       82.3       88.5:      17.7       11.5
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  :        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  :                 43.9       30.5       64.6       49.5       36.5       28.5       47.2       43.1
Old  :                 43.9       30.5       64.6       49.5       36.5       28.5       47.2       43.1
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 29, 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  : 1,073,459:   247,889    415,582    344,977    414,170    268,370  1,007,036  1,028,929:    66,423     44,530
Old  : 1,073,459:   247,889    415,582    344,977    414,170    268,370  1,007,036  1,028,929:    66,423     44,530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :     2,641:    -7,199    -19,383      4,861      5,564     17,203      3,226      2,681:      -585        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       38.7       32.1       38.6       25.0       93.8       95.9:       6.2        4.1
Old  :     100.0:      23.1       38.7       32.1       38.6       25.0       93.8       95.9:       6.2        4.1
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  :       310:       100        130        132         64         56        242        251:
Old  :       310:       100        130        132         64         56        242        251:
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  :                 15.7       18.6       24.9       29.2        9.3       10.8       15.9       18.6
Old  :                 15.7       18.6       24.9       29.2        9.3       10.8       15.9       18.6
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 29, 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  :   297,181:    62,222     95,453     64,451    161,184    131,422    287,857    291,326:     9,324      5,855
Old  :   297,181:    62,222     95,453     64,451    161,184    131,422    287,857    291,326:     9,324      5,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :      -541:    -1,505     -1,916       -705        490      1,062     -1,720     -1,559:     1,179      1,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       32.1       21.7       54.2       44.2       96.9       98.0:       3.1        2.0
Old  :     100.0:      20.9       32.1       21.7       54.2       44.2       96.9       98.0:       3.1        2.0
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  :        78:        20         13         29         39         37         72         68:
Old  :        78:        20         13         29         39         37         72         68:
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  :                 31.6       41.9       47.9       54.8       26.5       34.2       36.2       38.9
Old  :                 31.6       41.9       47.9       54.8       26.5       34.2       36.2       38.9
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 29, 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  :   101,605:    16,043     15,399     17,488     59,909     63,511     93,440     96,398:     8,165      5,207
Old  :   101,605:    16,043     15,399     17,488     59,909     63,511     93,440     96,398:     8,165      5,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :   -18,652:      -147     -8,409     -6,152    -13,633     -5,086    -19,932    -19,647:     1,280        995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       15.2       17.2       59.0       62.5       92.0       94.9:       8.0        5.1
Old  :     100.0:      15.8       15.2       17.2       59.0       62.5       92.0       94.9:       8.0        5.1
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  :        54:        17         12         22         25         24         48         52:
Old  :        54:        17         12         22         25         24         48         52:
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  :                 27.0       39.1       39.6       55.1       17.6       29.4       27.9       38.7
Old  :                 27.0       39.1       39.6       55.1       17.6       29.4       27.9       38.7
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 29, 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  : 1,495,378:   562,851     60,515    122,329    772,182  1,287,256  1,457,362  1,470,100:    38,016     25,278
Old  : 1,495,378:   562,851     60,515    122,329    772,182  1,287,256  1,457,362  1,470,100:    38,016     25,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :    13,010:     6,887      4,787     -3,730      6,076     12,677      9,233     13,734:     3,777       -724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6        4.0        8.2       51.6       86.1       97.5       98.3:       2.5        1.7
Old  :     100.0:      37.6        4.0        8.2       51.6       86.1       97.5       98.3:       2.5        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  :       102:        22         15         29         57         51         90         85:
Old  :       102:        22         15         29         57         51         90         85:
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  :                 47.4       37.7       60.5       60.1       44.8       36.4       52.9       54.5
Old  :                 47.4       37.7       60.5       60.1       44.8       36.4       52.9       54.5
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 29, 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  :   306,452:    21,417     63,825     27,028    255,339    208,264    303,784    299,117:     2,668      7,335
Old  :   306,452:    21,417     63,825     27,028    255,339    208,264    303,784    299,117:     2,668      7,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :   -34,243:      -276     -9,604    -10,666    -23,365    -14,205    -34,307    -34,475:        64        232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       20.8        8.8       83.3       68.0       99.1       97.6:       0.9        2.4
Old  :     100.0:       7.0       20.8        8.8       83.3       68.0       99.1       97.6:       0.9        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  :        66:        14         16         24         32         30         59         57:
Old  :        66:        14         16         24         32         30         59         57:
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  :                 35.9       47.3       55.8       63.7       32.4       41.4       50.0       54.2
Old  :                 35.9       47.3       55.8       63.7       32.4       41.4       50.0       54.2
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 29, 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  :   111,854:    47,047     47,873     18,427     45,126     44,469    110,600    110,769:     1,254      1,085
Old  :   111,854:    47,047     47,873     18,427     45,126     44,469    110,600    110,769:     1,254      1,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :    -7,214:      -884     -4,612     -1,023     -5,207     -1,737     -7,114     -7,372:      -100        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1       42.8       16.5       40.3       39.8       98.9       99.0:       1.1        1.0
Old  :     100.0:      42.1       42.8       16.5       40.3       39.8       98.9       99.0:       1.1        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  :        55:        16         18         22         20         17         48         45:
Old  :        55:        16         18         22         20         17         48         45:
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  :                 37.7       42.9       65.7       64.3       30.9       35.7       45.6       45.0
Old  :                 37.7       42.9       65.7       64.3       30.9       35.7       45.6       45.0
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 29, 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  :    25,692:    15,541      4,737      4,073      5,612     16,622     25,226     25,432:       466        260
Old  :    25,692:    15,541      4,737      4,073      5,612     16,622     25,226     25,432:       466        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :    -3,188:    -1,850        445       -836       -488     -2,772     -3,174     -3,163:       -14        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.5       18.4       15.9       21.8       64.7       98.2       99.0:       1.8        1.0
Old  :     100.0:      60.5       18.4       15.9       21.8       64.7       98.2       99.0:       1.8        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  :        41:        17          8         12         15         14         37         29:
Old  :        41:        17          8         12         15         14         37         29:
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       52.7       63.7       74.9       45.7       46.6       57.9       64.9
Old  :                 47.7       52.7       63.7       74.9       45.7       46.6       57.9       64.9
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 29, 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  :     3,565:       115         76         85      3,153      3,292      3,353      3,453:       212        112
Old  :     3,565:       115         76         85      3,153      3,292      3,353      3,453:       212        112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       -10:         0        -30         10        -20         10        -10        -10:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        2.1        2.4       88.4       92.3       94.1       96.9:       5.9        3.1
Old  :     100.0:       3.2        2.1        2.4       88.4       92.3       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  :                 48.7       49.2       67.2       74.5       26.5       20.1       30.4       29.1
Old  :                 48.7       49.2       67.2       74.5       26.5       20.1       30.4       29.1
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 29, 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  :    42,955:     5,314      1,627      1,981     35,390     39,016     42,685     42,624:       270        331
Old  :    42,955:     5,314      1,627      1,981     35,390     39,016     42,685     42,624:       270        331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       661:      -348         76       -131      1,216        739        737        684:       -76        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        3.8        4.6       82.4       90.8       99.4       99.2:       0.6        0.8
Old  :     100.0:      12.4        3.8        4.6       82.4       90.8       99.4       99.2:       0.6        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  :        85:        11         13          8         46         59         62         75:
Old  :        85:        11         13          8         46         59         62         75:
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  :                 31.1       39.6       48.0       58.5       15.3       23.7       25.5       28.8
Old  :                 31.1       39.6       48.0       58.5       15.3       23.7       25.5       28.8
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 29, 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  :     5,292:       743        970        576      2,932      3,447      4,251      4,993:     1,041        299
Old  :     5,292:       743        970        576      2,932      3,447      4,251      4,993:     1,041        299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       222:        45        -47         42         40        212        127        207:        95         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       18.3       10.9       55.4       65.1       80.3       94.3:      19.7        5.7
Old  :     100.0:      14.0       18.3       10.9       55.4       65.1       80.3       94.3:      19.7        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  :        47:         8          6          9         23         25         35         37:
Old  :        47:         8          6          9         23         25         35         37:
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  :                 25.8       27.2       42.1       43.0       20.2       24.2       31.9       38.3
Old  :                 25.8       27.2       42.1       43.0       20.2       24.2       31.9       38.3
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 29, 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  :   223,572:    11,360        955      2,455    209,566    220,162    223,381    223,572:       191          0
Old  :   223,572:    11,360        955      2,455    209,566    220,162    223,381    223,572:       191          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :     3,844:         0          0          0      3,844      3,844      3,844      3,844:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        0.4        1.1       93.7       98.5       99.9      100.0:       0.1        0.0
Old  :     100.0:       5.1        0.4        1.1       93.7       98.5       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  :                 48.3       82.5       70.5       91.4       46.1       66.2       62.2       68.9
Old  :                 48.3       82.5       70.5       91.4       46.1       66.2       62.2       68.9
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 29, 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  : 3,776,488:   278,810     15,860     47,875  3,449,803  3,712,753  3,776,488  3,776,488:         0          0
Old  : 3,776,488:   278,810     15,860     47,875  3,449,803  3,712,753  3,776,488  3,776,488:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :    64,815:    70,440          0     -5,625          0     70,440     64,815     64,815:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        0.4        1.3       91.3       98.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.4        0.4        1.3       91.3       98.3      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  :                 61.1       80.2       84.6       89.7       42.7       50.8       53.6       55.7
Old  :                 61.1       80.2       84.6       89.7       42.7       50.8       53.6       55.7
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 29, 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  :    74,488:       430          0          0     73,867     74,488     74,297     74,488:       191          0
Old  :    74,488:       430          0          0     73,867     74,488     74,297     74,488:       191          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :        42:         0          0          0         42         42         42         42:         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         17         16         17:
Old  :        22:         1          0          0         15         17         16         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  :                 68.0       60.0       86.6       84.6       55.6       46.0       63.7       58.1
Old  :                 68.0       60.0       86.6       84.6       55.6       46.0       63.7       58.1
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 29, 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 22, 2016                       :
     :         0:         0          0          0          0          0          0          0:         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 29, 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  :    22,911:       362        123        112     22,322     22,446     22,796     22,681:       115        230
Old  :    22,911:       362        123        112     22,322     22,446     22,796     22,681:       115        230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       557:       -32          0         49        540        508        557        557:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        0.5        0.5       97.4       98.0       99.5       99.0:       0.5        1.0
Old  :     100.0:       1.6        0.5        0.5       97.4       98.0       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  :        38:         2          1          2         24         30         27         32:
Old  :        38:         2          1          2         24         30         27         32:
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  :                 61.8       45.6       79.4       69.9       48.6       31.8       60.8       51.5
Old  :                 61.8       45.6       79.4       69.9       48.6       31.8       60.8       51.5
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 29, 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  :   121,284:     4,542      2,948        437    115,446    117,411    120,425    120,796:       859        488
Old  :   121,284:     4,542      2,948        437    115,446    117,411    120,425    120,796:       859        488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       158:     1,983         -2        -38     -1,883        198         62        158:        96          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        2.4        0.4       95.2       96.8       99.3       99.6:       0.7        0.4
Old  :     100.0:       3.7        2.4        0.4       95.2       96.8       99.3       99.6:       0.7        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  :        78:         9          6          4         57         54         67         63:
Old  :        78:         9          6          4         57         54         67         63:
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  :                 46.9       43.7       66.3       64.0       24.9       25.6       30.8       31.7
Old  :                 46.9       43.7       66.3       64.0       24.9       25.6       30.8       31.7
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 29, 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  :    52,196:     5,454      1,884        102     45,840     50,089     51,396     52,075:       800        121
Old  :    52,196:     5,454      1,884        102     45,840     50,089     51,396     52,075:       800        121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :     1,702:     1,080      1,404          0        647        227      1,727      1,631:       -25         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        3.6        0.2       87.8       96.0       98.5       99.8:       1.5        0.2
Old  :     100.0:      10.4        3.6        0.2       87.8       96.0       98.5       99.8:       1.5        0.2
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          1         19         20         21         23:
Old  :        24:         2          2          1         19         20         21         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  :                 59.1       52.5       88.1       72.8       41.2       28.2       46.0       40.3
Old  :                 59.1       52.5       88.1       72.8       41.2       28.2       46.0       40.3
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 29, 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  :    31,201:     1,593        241        229     29,111     30,441     30,933     30,911:       268        290
Old  :    31,201:     1,593        241        229     29,111     30,441     30,933     30,911:       268        290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :      -129:        11        -16         79       -232       -257       -142       -194:        13         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        0.8        0.7       93.3       97.6       99.1       99.1:       0.9        0.9
Old  :     100.0:       5.1        0.8        0.7       93.3       97.6       99.1       99.1:       0.9        0.9
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  :        48:         2          4          3         34         35         39         40:
Old  :        48:         2          4          3         34         35         39         40:
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       48.8       66.6       66.8       28.5       30.3       41.3       38.9
Old  :                 45.0       48.8       66.6       66.8       28.5       30.3       41.3       38.9
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 29, 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  :    15,686:       628      1,420        777     13,912     13,130     15,317     15,327:       369        359
Old  :    15,686:       628      1,420        777     13,912     13,130     15,317     15,327:       369        359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       730:       492        186          9        212        529        713        724:        17          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        9.1        5.0       88.7       83.7       97.6       97.7:       2.4        2.3
Old  :     100.0:       4.0        9.1        5.0       88.7       83.7       97.6       97.7:       2.4        2.3
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  :        47:         3          4          4         29         31         35         36:
Old  :        47:         3          4          4         29         31         35         36:
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  :                 56.5       52.0       70.7       68.7       55.0       47.2       64.3       62.1
Old  :                 56.5       52.0       70.7       68.7       55.0       47.2       64.3       62.1
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 29, 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  :    14,543:       176        225        104     13,451     13,899     13,731     14,228:       812        315
Old  :    14,543:       176        225        104     13,451     13,899     13,731     14,228:       812        315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :      -139:         1        -39          2       -172       -167       -169       -204:        30         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        1.5        0.7       92.5       95.6       94.4       97.8:       5.6        2.2
Old  :     100.0:       1.2        1.5        0.7       92.5       95.6       94.4       97.8:       5.6        2.2
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  :        31:         2          2          2         25         20         28         23:
Old  :        31:         2          2          2         25         20         28         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  :                 54.8       59.2       73.4       77.5       44.2       55.7       54.3       66.8
Old  :                 54.8       59.2       73.4       77.5       44.2       55.7       54.3       66.8
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 29, 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  : 1,734,511:   534,637    229,126    549,599    559,331    864,381  1,643,567  1,643,106:    90,944     91,405
Old  : 1,734,511:   534,637    229,126    549,599    559,331    864,381  1,643,567  1,643,106:    90,944     91,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :    28,880:     6,799      9,265      9,867      6,598     14,719     23,264     33,851:     5,616     -4,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       13.2       31.7       32.2       49.8       94.8       94.7:       5.2        5.3
Old  :     100.0:      30.8       13.2       31.7       32.2       49.8       94.8       94.7:       5.2        5.3
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  :       405:       130        136        170         92        112        314        345:
Old  :       405:       130        136        170         92        112        314        345:
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  :                 17.4       12.5       27.6       21.6       17.2        9.3       23.8       15.8
Old  :                 17.4       12.5       27.6       21.6       17.2        9.3       23.8       15.8
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 29, 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  :   127,917:    72,948     13,607      3,615     36,713     74,057    113,276     91,279:    14,641     36,638
Old  :   127,917:    72,948     13,607      3,615     36,713     74,057    113,276     91,279:    14,641     36,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :     3,135:       452        420      1,210      1,273      1,240      2,935      2,870:       200        265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0       10.6        2.8       28.7       57.9       88.6       71.4:      11.4       28.6
Old  :     100.0:      57.0       10.6        2.8       28.7       57.9       88.6       71.4:      11.4       28.6
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  :        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  :                 68.5       28.2       79.5       48.4       67.3       27.1       75.8       46.1
Old  :                 68.5       28.2       79.5       48.4       67.3       27.1       75.8       46.1
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 29, 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  :   163,875:    10,141     67,562     76,658     70,853     12,652    157,652    156,872:     6,223      7,003
Old  :   163,875:    10,141     67,562     76,658     70,853     12,652    157,652    156,872:     6,223      7,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :    -2,377:      -238     -2,597     -1,553        216      1,470     -1,575     -2,680:      -802        303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       41.2       46.8       43.2        7.7       96.2       95.7:       3.8        4.3
Old  :     100.0:       6.2       41.2       46.8       43.2        7.7       96.2       95.7:       3.8        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  :        46:        12         10         24         17         15         43         40:
Old  :        46:        12         10         24         17         15         43         40:
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  :                 42.0       53.2       57.2       76.6       25.4       37.9       33.9       42.0
Old  :                 42.0       53.2       57.2       76.6       25.4       37.9       33.9       42.0
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 29, 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  :    14,677:       480         90          0     14,092     14,537     14,572     14,627:       105         50
Old  :    14,677:       480         90          0     14,092     14,537     14,572     14,627:       105         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :      -110:         0          0          0       -110       -110       -110       -110:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        0.6        0.0       96.0       99.0       99.3       99.7:       0.7        0.3
Old  :     100.0:       3.3        0.6        0.0       96.0       99.0       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  :        33:         1          1          0         22         20         23         21:
Old  :        33:         1          1          0         22         20         23         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  :                 60.6       68.4       80.8       87.3       51.6       58.6       66.7       71.5
Old  :                 60.6       68.4       80.8       87.3       51.6       58.6       66.7       71.5
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 29, 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  :    22,670:    14,502      7,610        334      6,371     13,434     21,207     21,378:     1,463      1,292
Old  :    22,670:    14,502      7,610        334      6,371     13,434     21,207     21,378:     1,463      1,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       224:      -417        891         -7        716       -718        292        166:       -68         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.0       33.6        1.5       28.1       59.3       93.5       94.3:       6.5        5.7
Old  :     100.0:      64.0       33.6        1.5       28.1       59.3       93.5       94.3:       6.5        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  :       161:        63         42         10         29         33         98         81:
Old  :       161:        63         42         10         29         33         98         81:
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  :                 33.5       27.0       44.2       46.3       33.5       26.8       44.2       45.2
Old  :                 33.5       27.0       44.2       46.3       33.5       26.8       44.2       45.2
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 29, 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  :    58,313:    41,766     11,760      1,607      8,238     42,286     51,611     55,653:     6,702      2,660
Old  :    58,313:    41,766     11,760      1,607      8,238     42,286     51,611     55,653:     6,702      2,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :    -4,336:    -2,529       -171       -631       -514     -3,488     -3,674     -4,290:      -662        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.6       20.2        2.8       14.1       72.5       88.5       95.4:      11.5        4.6
Old  :     100.0:      71.6       20.2        2.8       14.1       72.5       88.5       95.4:      11.5        4.6
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  :       212:       112         42         13         31         35        151         85:
Old  :       212:       112         42         13         31         35        151         85:
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  :                 20.0       38.3       28.7       53.7       20.0       38.1       28.7       53.4
Old  :                 20.0       38.3       28.7       53.7       20.0       38.1       28.7       53.4
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 29, 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  :   411,428:   117,006     32,660     72,135    198,022    290,107    387,163    394,902:    24,265     16,526
Old  :   411,428:   117,006     32,660     72,135    198,022    290,107    387,163    394,902:    24,265     16,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :   -19,381:    -4,599        843      2,265    -14,901    -19,673    -17,235    -16,565:    -2,146     -2,816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        7.9       17.5       48.1       70.5       94.1       96.0:       5.9        4.0
Old  :     100.0:      28.4        7.9       17.5       48.1       70.5       94.1       96.0:       5.9        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  :       245:        79         41         71         93        109        207        195:
Old  :       245:        79         41         71         93        109        207        195:
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       16.2       24.9       28.6       14.0       10.4       19.5       16.2
Old  :                 14.9       16.2       24.9       28.6       14.0       10.4       19.5       16.2
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 29, 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  :     9,417:     2,391          0         16      4,348      6,935      6,755      6,951:     2,662      2,466
Old  :     9,417:     2,391          0         16      4,348      6,935      6,755      6,951:     2,662      2,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       292:       206          0          0         79         90        285         90:         7        202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        0.0        0.2       46.2       73.6       71.7       73.8:      28.3       26.2
Old  :     100.0:      25.4        0.0        0.2       46.2       73.6       71.7       73.8:      28.3       26.2
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  :        22:         3          0          1         17         19         20         20:
Old  :        22:         3          0          1         17         19         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  :                 36.4       32.0       52.4       50.3       32.4       23.9       39.9       36.8
Old  :                 36.4       32.0       52.4       50.3       32.4       23.9       39.9       36.8
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 29, 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  :    25,068:    10,759     22,003        747     13,355      2,318     24,861     25,068:       207          0
Old  :    25,068:    10,759     22,003        747     13,355      2,318     24,861     25,068:       207          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :        48:        25        128          0         23        -80         48         48:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9       87.8        3.0       53.3        9.2       99.2      100.0:       0.8        0.0
Old  :     100.0:      42.9       87.8        3.0       53.3        9.2       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  :        26:         5          6          2         13          7         20         13:
Old  :        26:         5          6          2         13          7         20         13:
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  :                 83.6       88.6       91.0       96.5       83.6       85.7       90.4       92.3
Old  :                 83.6       88.6       91.0       96.5       83.6       85.7       90.4       92.3
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 29, 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  :    26,458:     8,909      8,311      9,037      7,937      8,325     25,883     25,673:       575        785
Old  :    26,458:     8,909      8,311      9,037      7,937      8,325     25,883     25,673:       575        785
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       267:      -327       -475       -176        744        633        241        -18:        26        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       31.4       34.2       30.0       31.5       97.8       97.0:       2.2        3.0
Old  :     100.0:      33.7       31.4       34.2       30.0       31.5       97.8       97.0:       2.2        3.0
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  :        53:        23         18         27          9         11         43         45:
Old  :        53:        23         18         27          9         11         43         45:
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  :                 26.6       38.9       45.7       56.6       17.4       28.6       29.6       35.0
Old  :                 26.6       38.9       45.7       56.6       17.4       28.6       29.6       35.0
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 29, 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  :    33,579:     3,123        740          0     30,141     32,839     33,264     33,579:       315          0
Old  :    33,579:     3,123        740          0     30,141     32,839     33,264     33,579:       315          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :     1,550:         0        465       -375      1,925      1,460      1,550      1,550:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        2.2        0.0       89.8       97.8       99.1      100.0:       0.9        0.0
Old  :     100.0:       9.3        2.2        0.0       89.8       97.8       99.1      100.0:       0.9        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          3          0         30         20         33         23:
Old  :        41:         3          3          0         30         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  :                 34.8       66.7       59.2       91.8       27.8       57.0       47.6       64.8
Old  :                 34.8       66.7       59.2       91.8       27.8       57.0       47.6       64.8
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 29, 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  :     2,690:         0      1,550        100      2,590      1,040      2,690      2,690:         0          0
Old  :     2,690:         0      1,550        100      2,590      1,040      2,690      2,690:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       275:         0        275          0        275          0        275        275:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       57.6        3.7       96.3       38.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0       57.6        3.7       96.3       38.7      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  :                 61.3       70.6       85.3       94.8       59.9       70.6       83.8       92.9
Old  :                 61.3       70.6       85.3       94.8       59.9       70.6       83.8       92.9
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 29, 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  :     8,912:     2,135      2,422        215      6,517      6,275      8,867      8,912:        45          0
Old  :     8,912:     2,135      2,422        215      6,517      6,275      8,867      8,912:        45          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :        10:         0        -50          0         10         60         10         10:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       27.2        2.4       73.1       70.4       99.5      100.0:       0.5        0.0
Old  :     100.0:      24.0       27.2        2.4       73.1       70.4       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         11         12         15         15:
Old  :        20:         2          3          2         11         12         15         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  :                 62.9       75.5       89.6       89.5       49.8       52.4       62.0       61.1
Old  :                 62.9       75.5       89.6       89.5       49.8       52.4       62.0       61.1
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 29, 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  :    17,750:     3,307      8,306        602     12,821      8,643     16,730     17,551:     1,020        199
Old  :    17,750:     3,307      8,306        602     12,821      8,643     16,730     17,551:     1,020        199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       154:        -7         63         14        147         77        154        154:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       46.8        3.4       72.2       48.7       94.3       98.9:       5.7        1.1
Old  :     100.0:      18.6       46.8        3.4       72.2       48.7       94.3       98.9:       5.7        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  :        38:         7          4          5         25         18         34         25:
Old  :        38:         7          4          5         25         18         34         25:
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       58.4       61.7       78.1       38.9       51.9       54.5       65.4
Old  :                 41.5       58.4       61.7       78.1       38.9       51.9       54.5       65.4
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 29, 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  :     6,562:        84      4,744        164      5,464      1,265      5,712      6,173:       850        389
Old  :     6,562:        84      4,744        164      5,464      1,265      5,712      6,173:       850        389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       103:        27          5         85         58         91        170        181:       -67        -78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       72.3        2.5       83.3       19.3       87.0       94.1:      13.0        5.9
Old  :     100.0:       1.3       72.3        2.5       83.3       19.3       87.0       94.1:      13.0        5.9
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  :        25:         4          2          4         19         12         24         17:
Old  :        25:         4          2          4         19         12         24         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  :                 35.9       83.8       56.4       89.7       24.9       73.0       43.6       73.0
Old  :                 35.9       83.8       56.4       89.7       24.9       73.0       43.6       73.0
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 29, 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  :     9,926:       722      1,923        968      8,056      6,767      9,746      9,658:       180        268
Old  :     9,926:       722      1,923        968      8,056      6,767      9,746      9,658:       180        268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :      -186:         0         18        -18       -168       -186       -186       -186:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       19.4        9.8       81.2       68.2       98.2       97.3:       1.8        2.7
Old  :     100.0:       7.3       19.4        9.8       81.2       68.2       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  :                 51.3       37.5       68.7       61.1       45.4       35.7       59.0       51.3
Old  :                 51.3       37.5       68.7       61.1       45.4       35.7       59.0       51.3
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 29, 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  :     1,400:       456        290        210        612        727      1,278      1,227:       122        173
Old  :     1,400:       456        290        210        612        727      1,278      1,227:       122        173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :        90:        55        -10        -25         65        100         95         65:        -5         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       20.7       15.0       43.7       51.9       91.3       87.6:       8.7       12.4
Old  :     100.0:      32.6       20.7       15.0       43.7       51.9       91.3       87.6:       8.7       12.4
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  :        31:         8          6          5         10         12         19         22:
Old  :        31:         8          6          5         10         12         19         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  :                 46.9       35.1       67.4       52.9       39.4       34.0       56.3       50.1
Old  :                 46.9       35.1       67.4       52.9       39.4       34.0       56.3       50.1
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 29, 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  :    34,629:     4,113      7,396      4,095     21,451     16,651     29,659     28,142:     4,970      6,487
Old  :    34,629:     4,113      7,396      4,095     21,451     16,651     29,659     28,142:     4,970      6,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :       258:       117         25        -51        104        210        170        184:        88         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       21.4       11.8       61.9       48.1       85.6       81.3:      14.4       18.7
Old  :     100.0:      11.9       21.4       11.8       61.9       48.1       85.6       81.3:      14.4       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:         5          3          5         16         13         24         18:
Old  :        25:         5          3          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  :                 38.7       59.2       54.2       72.7       29.2       42.1       39.9       46.1
Old  :                 38.7       59.2       54.2       72.7       29.2       42.1       39.9       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 1, 2016