GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,616
COMMITMENTS
  22,896    4,137    1,668   27,314   46,332   51,878   52,137      738      479

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      1,604)
    -303        2       15    1,892    1,587    1,604    1,604        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5      7.9      3.2     51.9     88.1     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        7        7       35       36       43       46                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,562
COMMITMENTS
     625      200        0    4,926    5,351    5,551    5,551       11       11

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:       -333)
       0        0     -600      267      267     -333     -333        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      3.6      0.0     88.6     96.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14       14       15       15                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,933
COMMITMENTS
     932      502      800    5,446    6,062    7,178    7,364      755      569

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        374)
     -58       55       75      525      312      542      442     -168      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      6.3     10.1     68.6     76.4     90.5     92.8      9.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        6       26       26       33       33                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,386
COMMITMENTS
   1,284      290      299    4,265    5,486    5,848    6,075      538      311

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        331)
     166       32       19       71      241      256      292       75       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      4.5      4.7     66.8     85.9     91.6     95.1      8.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        4        5       28       34       34       42                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,411
COMMITMENTS
     784    1,479      543    4,868    3,580    6,195    5,602      216      809

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        656)
     141      214       64      527      624      732      902      -76     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     23.1      8.5     75.9     55.8     96.6     87.4      3.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        5        5       26       16       34       24                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,263
COMMITMENTS
     115      377       85      963      691    1,163    1,153      100      110

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:         92)
      30       30      -20       42       42       52       52       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     29.8      6.7     76.2     54.7     92.1     91.3      7.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        6        2       13       12       16       19                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,129
COMMITMENTS
     136   12,212      120   25,861   13,531   26,117   25,863       12      266

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        656)
     -15      -60        0      671      716      656      656        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     46.7      0.5     99.0     51.8    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       21       12       23       15                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,583
COMMITMENTS
   1,026    1,965       91    2,845    2,188    3,962    4,244      621      339

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        461)
     175      237       21      253      191      449      449       12       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     42.9      2.0     62.1     47.7     86.4     92.6     13.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        7        4       19       18       29       25                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      345,023
COMMITMENTS
  68,490   63,458   54,753  178,974  185,470  302,217  303,681   42,806   41,342

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:       -943)
   2,675   -5,396    1,367   -3,080    1,089      962   -2,940   -1,905    1,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     18.4     15.9     51.9     53.8     87.6     88.0     12.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      48       49       61       78       79      156      162                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,003
COMMITMENTS
       0      325      350   27,901   34,720   28,251   35,395   12,752    5,608

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      4,966)
       0        0        0    3,579    4,752    3,579    4,752    1,387      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.9     68.0     84.7     68.9     86.3     31.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       21       28       22       29                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      901,080
COMMITMENTS
 205,853  387,963  270,301  364,069  203,059  840,223  861,323   60,857   39,757

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:    -34,845)
    -656  -12,896    8,598  -41,369  -29,404  -33,427  -33,702   -1,418   -1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     43.1     30.0     40.4     22.5     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      86      117      128       67       54      232      230                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      305,061
COMMITMENTS
  75,194  104,108   62,357  161,726  134,222  299,277  300,687    5,784    4,374

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      6,512)
  10,869    5,716   -5,232      820    6,308    6,457    6,792       55     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     34.1     20.4     53.0     44.0     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      16       14       27       34       32       65       61                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      108,548
COMMITMENTS
  25,392   23,448   14,685   60,192   62,807  100,269  100,940    8,279    7,608

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      7,072)
   3,886    2,824      662    3,407    3,466    7,955    6,952     -883      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     21.6     13.5     55.5     57.9     92.4     93.0      7.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15       15       23       20       21       44       50                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,432,938
COMMITMENTS
 545,035   56,876  101,781  746,106  1242528  1392922  1401185   40,016   31,753

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:         31)
  18,796   -2,102    2,744  -21,504     -140       36      502       -5     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0      4.0      7.1     52.1     86.7     97.2     97.8      2.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      24       14       30       56       51       92       84                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      333,245
COMMITMENTS
  13,150   43,128   44,800  273,727  243,040  331,677  330,968    1,568    2,277

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     11,769)
   2,008    3,442      121    9,344    7,875   11,473   11,438      296      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     12.9     13.4     82.1     72.9     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      11       21       23       37       27       62       57                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      123,310
COMMITMENTS
  40,756   66,266   18,126   63,463   37,776  122,345  122,168      965    1,142

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      3,673)
     428      307    3,616     -386     -535    3,658    3,388       15      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     53.7     14.7     51.5     30.6     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      13       22       16       22       22       47       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       30,846
COMMITMENTS
  18,590    6,880    2,841    8,792   20,760   30,223   30,481      623      365

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        381)
   1,127      492     -519     -307      348      301      321       80       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3     22.3      9.2     28.5     67.3     98.0     98.8      2.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        8       10       14       10       31       24                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       41,670
COMMITMENTS
   5,058    2,245    2,787   33,473   36,359   41,318   41,391      352      279

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      3,015)
     180     -237      490    2,356    2,795    3,026    3,048      -11      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      5.4      6.7     80.3     87.3     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13       13       13       42       52       63       70                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,288
COMMITMENTS
     361      669      531    2,472    2,731    3,364    3,931      924      357

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        724)
      10     -203      176      540      747      726      720       -2        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     15.6     12.4     57.6     63.7     78.5     91.7     21.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        4       21       25       27       30                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      165,837
COMMITMENTS
  10,695    1,405    2,045  152,862  162,387  165,602  165,837      235        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        549)
       0        0        0      549      549      549      549        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.8      1.2     92.2     97.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       21       17       22       19                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,289,132
COMMITMENTS
 187,200        0        0  3101932  3289132  3289132  3289132        0        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     38,801)
       0        0        0   38,801   38,801   38,801   38,801        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      0.0      0.0     94.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       20       16       21       16                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       74,369
COMMITMENTS
     319        0        0   74,050   74,369   74,369   74,369        0        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        347)
       0        0        0      347      347      347      347        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       16       17       16                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,575,713
COMMITMENTS
   3,357        0        0  1572356  1575713  1575713  1575713        0        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     13,490)
       0        0        0   13,490   13,490   13,490   13,490        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       12       18       12                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       99,584
COMMITMENTS
       0        0        0   99,328   99,584   99,328   99,584      256        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:    -34,232)
       0        0        0  -34,144  -34,232  -34,144  -34,232      -88        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14        7       14        7                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,546
COMMITMENTS
     893       62       62   21,451   22,152   22,406   22,276      140      270

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      1,657)
      50       62        0    1,607    1,705    1,657    1,767        0     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.3      0.3     95.1     98.3     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        1       21       27       23       29                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       99,505
COMMITMENTS
   1,336    8,736    1,118   96,151   89,275   98,605   99,129      900      376

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     -2,609)
    -783     -693      329   -2,088   -2,239   -2,542   -2,603      -67       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      8.8      1.1     96.6     89.7     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       6       10        6       53       46       63       59                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,479
COMMITMENTS
   2,379    4,060      397   26,279   24,661   29,055   29,118      424      361

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        167)
     -75      -20       97      160       90      182      167      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     13.8      1.3     89.1     83.7     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        6        5       33       33       41       42                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,386
COMMITMENTS
      90      517      258    7,527    7,268    7,875    8,043      511      343

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        301)
     -50      108     -119      336      222      167      211      134       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      6.2      3.1     89.8     86.7     93.9     95.9      6.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        2       26       24       29       28                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,227
COMMITMENTS
      64      666       88   11,201   11,304   11,353   12,058      874      169

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        229)
      10        0       -5      129      194      134      189       95       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      5.4      0.7     91.6     92.5     92.9     98.6      7.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        3       23       19       26       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,756,232
COMMITMENTS
 499,795  336,291  570,030  590,227  768,467  1660052  1674788   96,180   81,444

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     53,031)
  39,378   60,051  -10,081   14,158    3,833   43,455   53,803    9,576     -772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     19.1     32.5     33.6     43.8     94.5     95.4      5.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     135      136      165       94      104      319      329                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      117,322
COMMITMENTS
  68,851   11,419    1,066   33,852   53,591  103,769   66,076   13,553   51,246

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      1,293)
    -231      410      277      717     -467      763      220      530    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7      9.7      0.9     28.9     45.7     88.4     56.3     11.6     43.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        4       13       16       21       21                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      171,370
COMMITMENTS
  23,415   78,798   72,711   69,342   14,403  165,468  165,912    5,902    5,458

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        325)
      35      296   -2,126    1,231    1,446     -860     -384    1,185      709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     46.0     42.4     40.5      8.4     96.6     96.8      3.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       13       25       16       12       42       39                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,670
COMMITMENTS
     600       60       30   15,905   16,423   16,535   16,513      135      157

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      2,333)
       0        0        0    2,243    2,333    2,243    2,333       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.4      0.2     95.4     98.5     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       21       19       23       20                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,222
COMMITMENTS
  17,319   13,438      720    7,516   10,780   25,555   24,938    1,667    2,284

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      2,186)
     157    2,892      456    1,699   -1,697    2,312    1,651     -126      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.6     49.4      2.6     27.6     39.6     93.9     91.6      6.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      69       69       10       29       26      103      100                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       69,088
COMMITMENTS
  46,953   24,389    2,748   11,695   37,384   61,396   64,521    7,692    4,567

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      3,582)
     841    2,134    1,301    1,282   -1,111    3,424    2,324      158    1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     35.3      4.0     16.9     54.1     88.9     93.4     11.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
     120       76       18       33       29      165      113                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      372,584
COMMITMENTS
 118,937   47,877   72,384  158,611  230,891  349,932  351,152   22,652   21,432

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     11,150)
  -3,561    2,247    1,516   12,131    5,733   10,086    9,496    1,064    1,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     12.8     19.4     42.6     62.0     93.9     94.2      6.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      76       51       64       85       95      189      185                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,950
COMMITMENTS
   2,321      839    1,229    7,015    9,192   10,565   11,260    2,385    1,690

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        813)
     164       62       11      440      750      615      823      198      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      6.5      9.5     54.2     71.0     81.6     86.9     18.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        4        5       12       13       19       19                  
 
 
RBOB UP-DOWN CAL - NEW YORK MERCANTILE EXCHANGE                      Code-11165L
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        8,972
COMMITMENTS
       0      978        0    8,404    7,235    8,404    8,213      568      759

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.9      0.0     93.7     80.6     93.7     91.5      6.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       10       15       10       17                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,090
COMMITMENTS
     639    5,842    3,024   11,849    7,960   15,512   16,826    3,578    2,264

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        876)
    -992      332      550    1,358       37      916      919      -40      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     30.6     15.8     62.1     41.7     81.3     88.1     18.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        4        7       16       18       23       25                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,103
COMMITMENTS
   1,249      382      260    3,809    4,462    5,318    5,104    1,785    1,999

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      5.4      3.7     53.6     62.8     74.9     71.9     25.1     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        5       12       13       17       18                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       23,625
COMMITMENTS
  10,962   18,209    1,768   10,768    3,648   23,498   23,625      127        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        980)
     970      820        0       70      160    1,040      980      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     77.1      7.5     45.6     15.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        1       12        6       18       11                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       20,087
COMMITMENTS
   8,043    8,112    6,185    5,342    5,278   19,570   19,575      517      512

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      2,409)
     464      621    1,139      743      451    2,346    2,211       63      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     40.4     30.8     26.6     26.3     97.4     97.5      2.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18       16       21       10       10       37       38                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,040
COMMITMENTS
   2,124      225        0   28,486   30,815   30,610   31,040      430        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      3,363)
      15      175        0    3,303    3,188    3,318    3,363       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.7      0.0     91.8     99.3     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        0       27       23       29       25                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,346
COMMITMENTS
   1,936    6,633      648   10,735    7,003   13,319   14,284    1,027       62

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        336)
      26      224      -13      534      398      547      609     -211     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     46.2      4.5     74.8     48.8     92.8     99.6      7.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        7        4       19       13       27       21                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,031
COMMITMENTS
     395    1,924      648    8,444    6,914    9,487    9,486      544      545

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        520)
      34      219       41      436      188      511      448        9       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     19.2      6.5     84.2     68.9     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        7        7       20       18       29       29                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,185
COMMITMENTS
     667      140       70      358      810    1,095    1,020       90      165

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:        132)
     122        0      -10        0      142      112      132       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     11.8      5.9     30.2     68.4     92.4     86.1      7.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        4        3        6       13       13       19                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,062
COMMITMENTS
     961    5,647    2,589   19,755   16,133   23,305   24,369    5,757    4,693

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      1,149)
     961     -122      276     -325    2,333      912    2,487      237   -1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     19.4      8.9     68.0     55.5     80.2     83.9     19.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       17       15       20       19                  



Updated January 15, 2016