GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,132
COMMITMENTS
  22,593    4,582    1,718   29,073   47,343   53,384   53,643      748      489

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,516)
    -303      445       50    1,759    1,011    1,506    1,506       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7      8.5      3.2     53.7     87.5     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        8        7       35       36       43       46                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,702
COMMITMENTS
     625      200        0    5,066    5,491    5,691    5,691       11       11

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        140)
       0        0        0      140      140      140      140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      3.5      0.0     88.8     96.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15       14       16       15                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,535
COMMITMENTS
     949      548      916    5,809    6,498    7,674    7,962      861      573

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        602)
      17       46      116      363      436      496      598      106        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      6.4     10.7     68.1     76.1     89.9     93.3     10.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        6       27       27       34       34                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,930
COMMITMENTS
   1,351      214      334    4,763    6,028    6,448    6,576      482      354

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        544)
      67      -76       35      498      542      600      501      -56       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      3.1      4.8     68.7     87.0     93.0     94.9      7.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        4        6       30       37       38       46                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,744
COMMITMENTS
     728    1,364      765    5,012    3,803    6,505    5,932      239      812

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        333)
     -56     -115      222      144      223      310      330       23        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     20.2     11.3     74.3     56.4     96.5     88.0      3.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        5        7       25       15       34       24                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,506
COMMITMENTS
     105      605       70    1,226      746    1,401    1,421      105       85

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        243)
     -10      228      -15      263       55      238      268        5      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     40.2      4.6     81.4     49.5     93.0     94.4      7.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        8        1       16       13       18       22                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,882
COMMITMENTS
     136   11,982      120   25,614   13,514   25,870   25,616       12      266

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:       -247)
       0     -230        0     -247      -17     -247     -247        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     46.3      0.5     99.0     52.2    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 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,812
COMMITMENTS
     999    2,017      280    2,950    2,191    4,229    4,488      583      324

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        229)
     -27       52      189      105        3      267      244      -38      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     41.9      5.8     61.3     45.5     87.9     93.3     12.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        8        7       20       19       31       30                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      361,345
COMMITMENTS
  69,154   69,492   53,929  192,685  194,055  315,768  317,476   45,577   43,869

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     16,322)
     664    6,034     -824   13,711    8,585   13,551   13,795    2,771    2,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     19.2     14.9     53.3     53.7     87.4     87.9     12.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      45       55       61       78       80      157      166                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       43,821
COMMITMENTS
       0      325      350   30,905   38,215   31,255   38,890   12,566    4,931

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,818)
       0        0        0    3,004    3,495    3,004    3,495     -186     -677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.8     70.5     87.2     71.3     88.7     28.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       24       29       25       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      911,328
COMMITMENTS
 207,710  387,124  276,875  365,236  210,334  849,821  874,333   61,507   36,995

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     10,248)
   1,857     -839    6,574    1,167    7,275    9,598   13,010      650   -2,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     42.5     30.4     40.1     23.1     93.3     95.9      6.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      92      119      129       68       55      238      235                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      308,082
COMMITMENTS
  75,664  101,895   64,758  162,485  136,741  302,907  303,394    5,175    4,688

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      3,021)
     470   -2,213    2,401      759    2,519    3,630    2,707     -609      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     33.1     21.0     52.7     44.4     98.3     98.5      1.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      16       13       26       37       33       66       62                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      112,618
COMMITMENTS
  25,249   24,249   15,834   62,713   67,536  103,796  107,619    8,822    4,999

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      4,070)
    -143      801    1,149    2,521    4,729    3,527    6,679      543   -2,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     21.5     14.1     55.7     60.0     92.2     95.6      7.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      15       15       23       22       22       46       51                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,436,306
COMMITMENTS
 550,299   60,693  100,040  745,005  1246701  1395344  1407434   40,962   28,872

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      3,368)
   5,264    3,817   -1,741   -1,101    4,173    2,422    6,249      946   -2,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3      4.2      7.0     51.9     86.8     97.1     98.0      2.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      24       13       30       57       52       92       85                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      333,586
COMMITMENTS
  14,075   43,363   47,697  269,748  240,080  331,520  331,140    2,066    2,446

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        341)
     925      235    2,897   -3,979   -2,960     -157      172      498      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     13.0     14.3     80.9     72.0     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10       21       24       37       27       64       55                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      131,061
COMMITMENTS
  43,954   71,497   20,158   66,019   38,264  130,131  129,919      930    1,142

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      7,751)
   3,198    5,231    2,032    2,556      488    7,786    7,751      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     54.6     15.4     50.4     29.2     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       21       19       21       22       48       49                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       31,861
COMMITMENTS
  18,735    7,220    3,268    9,120   21,038   31,123   31,526      738      335

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,015)
     145      340      427      328      278      900    1,045      115      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8     22.7     10.3     28.6     66.0     97.7     98.9      2.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        8       10       13       11       30       25                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       42,467
COMMITMENTS
   5,122    2,266    2,617   34,325   37,277   42,064   42,160      403      307

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        797)
      64       21     -170      852      918      746      769       51       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      5.3      6.2     80.8     87.8     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      12       13       12       46       56       66       73                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,521
COMMITMENTS
     334      715      552    2,741    2,959    3,627    4,226      894      295

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        233)
     -27       46       21      269      228      263      295      -30      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     15.8     12.2     60.6     65.5     80.2     93.5     19.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        5       26       26       32       33                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      166,896
COMMITMENTS
  11,970    1,405    2,045  152,646  163,446  166,661  166,896      235        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,059)
   1,275        0        0     -216    1,059    1,059    1,059        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.8      1.2     91.5     97.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       21       18       22       20                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,287,627
COMMITMENTS
 187,200        0        0  3100427  3287627  3287627  3287627        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     -1,505)
       0        0        0   -1,505   -1,505   -1,505   -1,505        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       17       21       17                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| 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 01/12/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,568,123
COMMITMENTS
   3,357        0        0  1564766  1568123  1568123  1568123        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     -7,590)
       0        0        0   -7,590   -7,590   -7,590   -7,590        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 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       65,352
COMMITMENTS
       0        0        0   65,184   65,352   65,184   65,352      168        0

CHANGES FROM 01/12/16 (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 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,571
COMMITMENTS
     998       62       62   21,371   22,177   22,431   22,301      140      270

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:         25)
     105        0        0      -80       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.3      0.3     94.7     98.3     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        1       21       27       23       29                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      103,934
COMMITMENTS
   1,370    9,100    1,050  100,664   93,394  103,084  103,544      850      390

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      4,429)
      34      364      -68    4,513    4,119    4,479    4,415      -50       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      8.8      1.0     96.9     89.9     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       6       11        6       56       48       66       62                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,710
COMMITMENTS
   2,304    4,045      402   26,580   24,872   29,286   29,319      424      391

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        231)
     -75      -15        5      301      211      231      201        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     13.6      1.4     89.5     83.7     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        6        5       34       33       42       42                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,100
COMMITMENTS
      90      532      388    8,216    7,912    8,694    8,832      406      268

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        714)
       0       15      130      689      644      819      789     -105      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      5.8      4.3     90.3     86.9     95.5     97.1      4.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        3       27       26       31       31                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,446
COMMITMENTS
      79      681       73   11,430   11,391   11,582   12,145      864      301

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        219)
      15       15      -15      229       87      229       87      -10      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      5.5      0.6     91.8     91.5     93.1     97.6      6.9      2.4

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 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,686,382
COMMITMENTS
 482,774  303,402  538,105  572,363  763,410  1593242  1604917   93,140   81,465

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:    -69,850)
 -17,021  -32,889  -31,925  -17,864   -5,057  -66,810  -69,871   -3,040       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     18.0     31.9     33.9     45.3     94.5     95.2      5.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     135      134      157       91      104      309      324                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      117,475
COMMITMENTS
  68,724   11,606      899   34,235   53,642  103,858   66,147   13,617   51,328

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        153)
    -127      187     -167      383       51       89       71       64       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.5      9.9      0.8     29.1     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 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      160,748
COMMITMENTS
  20,847   77,216   66,763   67,591   11,541  155,201  155,520    5,547    5,228

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:    -10,622)
  -2,568   -1,582   -5,948   -1,751   -2,862  -10,267  -10,392     -355     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     48.0     41.5     42.0      7.2     96.5     96.7      3.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13       11       24       15       14       40       40                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,732
COMMITMENTS
     660        0       90   16,847   17,485   17,597   17,575      135      157

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,062)
      60      -60       60      942    1,062    1,062    1,062        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.5     95.0     98.6     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       22       18       24       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       26,180
COMMITMENTS
  17,438   12,360      803    6,465   11,015   24,706   24,178    1,474    2,002

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     -1,042)
     119   -1,078       83   -1,051      235     -849     -760     -193     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6     47.2      3.1     24.7     42.1     94.4     92.4      5.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      69       66       15       28       26      105      100                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       70,000
COMMITMENTS
  48,064   27,781    3,121   11,468   34,486   62,653   65,388    7,347    4,612

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        912)
   1,111    3,392      373     -227   -2,898    1,257      867     -345       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7     39.7      4.5     16.4     49.3     89.5     93.4     10.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
     120       75       18       34       30      166      113                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      386,002
COMMITMENTS
 124,850   49,064   71,307  166,660  243,516  362,817  363,887   23,185   22,115

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     13,418)
   5,913    1,187   -1,077    8,049   12,625   12,885   12,735      533      683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     12.7     18.5     43.2     63.1     94.0     94.3      6.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      85       43       64       92       97      198      186                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,253
COMMITMENTS
   2,161      839    1,389    7,248    9,262   10,798   11,490    2,455    1,763

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        303)
    -160        0      160      233       70      233      230       70       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      6.3     10.5     54.7     69.9     81.5     86.7     18.5     13.3

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 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,782
COMMITMENTS
       0    1,578        0    9,284    7,495    9,284    9,073      498      709

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        810)
       0      600        0      880      260      880      860      -70      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.1      0.0     94.9     76.6     94.9     92.8      5.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       12       15       12       17                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,888
COMMITMENTS
     593    6,419    3,145   12,514    7,885   16,252   17,449    3,636    2,439

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        798)
     -46      577      121      665      -75      740      623       58      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     32.3     15.8     62.9     39.6     81.7     87.7     18.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        7       16       18       23       25                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,791
COMMITMENTS
   1,502      302      323    4,167    4,875    5,992    5,500    1,799    2,291

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        688)
     253      -80       63      358      413      674      396       14      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3      3.9      4.1     53.5     62.6     76.9     70.6     23.1     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        4       12       13       17       17                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       24,034
COMMITMENTS
  11,112   18,606    1,768   11,027    3,660   23,907   24,034      127        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        409)
     150      397        0      259       12      409      409        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     77.4      7.4     45.9     15.2     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 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       20,579
COMMITMENTS
   8,577    8,372    6,427    5,208    5,369   20,212   20,168      367      411

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        492)
     534      260      242     -134       91      642      593     -150     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     40.7     31.2     25.3     26.1     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      19       16       24       10       10       40       39                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,738
COMMITMENTS
   2,184      175        0   29,054   31,563   31,238   31,738      500        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        698)
      60      -50        0      568      748      628      698       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.6      0.0     91.5     99.4     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        0       28       23       30       25                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,874
COMMITMENTS
   2,058    7,014      701   11,075    7,097   13,834   14,812    1,040       62

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        528)
     122      381       53      340       94      515      528       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     47.2      4.7     74.5     47.7     93.0     99.6      7.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        7        5       21       13       30       21                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,238
COMMITMENTS
     418    1,861      765    8,526    7,121    9,709    9,747      529      491

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        207)
      23      -63      117       82      207      222      261      -15      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     18.2      7.5     83.3     69.6     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        9        8       21       19       32       32                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,384
COMMITMENTS
     768      170      157      379      872    1,304    1,199       80      185

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        199)
     101       30       87       21       62      209      179      -10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5     12.3     11.3     27.4     63.0     94.2     86.6      5.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        5        4        7       13       15       21                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 01/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,575
COMMITMENTS
   1,107    5,466    3,054   20,551   17,017   24,712   25,537    5,863    5,038

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,513)
     146     -181      465      796      884    1,407    1,168      106      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     17.9     10.0     67.2     55.7     80.8     83.5     19.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       17       16       20       20                  



Updated January 22, 2016