GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,081
COMMITMENTS
  23,069    5,675    1,584   31,680   49,314   56,333   56,573      748      508

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      2,949)
     476    1,093     -134    2,607    1,971    2,949    2,930        0       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4      9.9      2.8     55.5     86.4     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        7        5       35       36       41       45                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,663
COMMITMENTS
     625      200        0    6,027    6,452    6,652    6,652       11       11

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        961)
       0        0        0      961      961      961      961        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      3.0      0.0     90.5     96.8     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 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,063
COMMITMENTS
     904      548    1,092    6,224    6,906    8,220    8,546      843      517

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        528)
     -45        0      176      415      408      546      584      -18      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      6.0     12.0     68.7     76.2     90.7     94.3      9.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        6       29       28       36       35                  
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,544
COMMITMENTS
     122      268      208      789      626    1,119    1,102      425      442

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     17.4     13.5     51.1     40.5     72.5     71.4     27.5     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        3       12       12       17       15                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,697
COMMITMENTS
   1,456      275      334    5,394    6,734    7,184    7,343      513      354

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        767)
     105       61        0      631      706      736      767       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      3.6      4.3     70.1     87.5     93.3     95.4      6.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        4        6       31       38       38       47                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,037
COMMITMENTS
     798    1,319      838    5,187    4,061    6,823    6,218      214      819

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        293)
      70      -45       73      175      258      318      286      -25        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     18.7     11.9     73.7     57.7     97.0     88.4      3.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        4        7       26       18       37       27                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,616
COMMITMENTS
     195      685       60    1,276      796    1,531    1,541       85       75

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        110)
      90       80      -10       50       50      130      120      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     42.4      3.7     79.0     49.3     94.7     95.4      5.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        9        2       16       13       19       24                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,152
COMMITMENTS
     136   12,182      120   26,884   14,584   27,140   26,886       12      266

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      1,270)
       0      200        0    1,270    1,070    1,270    1,270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     44.9      0.4     99.0     53.7    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        1       21       13       23       16                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,015
COMMITMENTS
   1,067    1,965      391    2,960    2,341    4,418    4,697      597      318

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        203)
      68      -52      111       10      150      189      209       14       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     39.2      7.8     59.0     46.7     88.1     93.7     11.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        7        9       21       19       32       30                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      349,566
COMMITMENTS
  70,030   65,395   47,453  188,551  194,543  306,034  307,391   43,532   42,175

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:    -11,779)
     876   -4,097   -6,476   -4,134      488   -9,734  -10,085   -2,045   -1,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     18.7     13.6     53.9     55.7     87.5     87.9     12.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      41       56       62       81       91      161      177                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,431
COMMITMENTS
       0      800      400   33,446   37,880   33,846   39,080   11,585    6,351

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      1,610)
       0      475       50    2,541     -335    2,591      190     -981    1,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.9     73.6     83.4     74.5     86.0     25.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        2       24       30       26       32                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      895,870
COMMITMENTS
 209,534  386,601  260,963  360,865  207,650  831,362  855,214   64,508   40,656

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:    -15,458)
   1,824     -523  -15,912   -4,371   -2,684  -18,459  -19,119    3,001    3,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     43.2     29.1     40.3     23.2     92.8     95.5      7.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      94      110      119       66       54      231      225                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      309,639
COMMITMENTS
  76,149  103,091   62,314  165,739  138,566  304,202  303,971    5,437    5,668

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      1,557)
     485    1,196   -2,444    3,254    1,825    1,295      577      262      980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     33.3     20.1     53.5     44.8     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      20       12       28       42       36       73       66                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      118,719
COMMITMENTS
  27,748   25,996   18,935   65,879   69,273  112,562  114,204    6,157    4,515

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      6,101)
   2,499    1,747    3,101    3,166    1,737    8,766    6,585   -2,665     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     21.9     15.9     55.5     58.4     94.8     96.2      5.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      15       18       22       25       24       51       53                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,471,172
COMMITMENTS
 557,504   55,060  113,598  759,887  1273120  1430989  1441778   40,183   29,394

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     34,866)
   7,205   -5,633   13,558   14,882   26,419   35,645   34,344     -779      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      3.7      7.7     51.7     86.5     97.3     98.0      2.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      23       13       31       59       55       93       89                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      337,497
COMMITMENTS
  13,600   51,369   46,969  275,101  236,953  335,670  335,291    1,827    2,206

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      3,911)
    -475    8,006     -728    5,353   -3,127    4,150    4,151     -239     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     15.2     13.9     81.5     70.2     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       9       25       26       38       30       67       61                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      132,284
COMMITMENTS
  44,437   69,434   21,320   65,382   40,355  131,139  131,109    1,145    1,175

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      1,223)
     483   -2,063    1,162     -637    2,091    1,008    1,190      215       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     52.5     16.1     49.4     30.5     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       19       17       20       23       47       47                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       33,277
COMMITMENTS
  19,890    6,345    3,876    8,898   22,751   32,664   32,972      613      305

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      1,416)
   1,155     -875      608     -222    1,713    1,541    1,446     -125      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.8     19.1     11.6     26.7     68.4     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        7       14       13       11       32       28                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       42,588
COMMITMENTS
   4,414    2,288    2,164   35,735   37,838   42,313   42,290      275      298

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        121)
    -708       22     -453    1,410      561      249      130     -128       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      5.4      5.1     83.9     88.8     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      11       14       10       48       58       67       74                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,722
COMMITMENTS
     391      643      604    2,880    3,131    3,875    4,378      847      344

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        201)
      57      -72       52      139      172      248      152      -47       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     13.6     12.8     61.0     66.3     82.1     92.7     17.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        5       26       26       33       33                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      168,565
COMMITMENTS
  11,970    1,405    2,045  154,315  165,115  168,330  168,565      235        0

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      1,669)
       0        0        0    1,669    1,669    1,669    1,669        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.8      1.2     91.5     98.0     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 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,284,660
COMMITMENTS
 187,200        0        0  3097460  3284660  3284660  3284660        0        0

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     -2,967)
       0        0        0   -2,967   -2,967   -2,967   -2,967        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 01/26/16                         |
--------------------------------------------------------------| 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 01/19/16 (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       17       17       17                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,548,523
COMMITMENTS
   3,357        0        0  1545166  1548523  1548523  1548523        0        0

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:    -19,600)
       0        0        0  -19,600  -19,600  -19,600  -19,600        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 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       31,120
COMMITMENTS
       0        0        0   31,040   31,120   31,040   31,120       80        0

CHANGES FROM 01/19/16 (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 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,058
COMMITMENTS
   1,083       62       62   21,773   22,664   22,918   22,788      140      270

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        487)
      85        0        0      402      487      487      487        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.3      0.3     94.4     98.3     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        1       22       27       24       29                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      107,307
COMMITMENTS
   1,696    9,270      861  103,790   96,729  106,347  106,860      960      447

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      3,373)
     326      170     -189    3,126    3,335    3,263    3,316      110       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      8.6      0.8     96.7     90.1     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
       6       11        6       56       50       66       64                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,422
COMMITMENTS
   2,193    4,160      498   28,355   26,374   31,046   31,032      376      390

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      1,712)
    -111      115       96    1,775    1,502    1,760    1,713      -48       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     13.2      1.6     90.2     83.9     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        5        5       34       35       42       44                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,349
COMMITMENTS
      90      771      319    8,524    7,981    8,933    9,071      416      278

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        249)
       0      239      -69      308       69      239      239       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      8.2      3.4     91.2     85.4     95.6     97.0      4.4      3.0

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 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,008
COMMITMENTS
     269      671       73   11,925   11,941   12,267   12,685      741      323

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        562)
     190      -10        0      495      550      685      540     -123       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      5.2      0.6     91.7     91.8     94.3     97.5      5.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        3       24       19       28       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,761,883
COMMITMENTS
 523,710  318,000  554,243  596,459  805,509  1674412  1677752   87,471   84,131

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     75,501)
  40,936   14,598   16,138   24,096   42,099   81,170   72,835   -5,669    2,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     18.0     31.5     33.9     45.7     95.0     95.2      5.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     140      134      161       90      109      323      325                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      119,861
COMMITMENTS
  68,160   12,297      608   37,030   61,782  105,798   74,687   14,063   45,174

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      2,386)
    -564      691     -291    2,795    8,140    1,940    8,540      446   -6,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.9     10.3      0.5     30.9     51.5     88.3     62.3     11.7     37.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        4        4       15       18       22       23                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      172,592
COMMITMENTS
  24,848   79,988   72,870   69,848   13,986  167,566  166,844    5,026    5,748

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     11,844)
   4,001    2,772    6,107    2,257    2,445   12,365   11,324     -521      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     46.3     42.2     40.5      8.1     97.1     96.7      2.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      16        9       24       16       16       43       42                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,340
COMMITMENTS
     585        0       90   15,545   16,095   16,220   16,185      120      155

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     -1,392)
     -75        0        0   -1,302   -1,390   -1,377   -1,390      -15       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.6     95.1     98.5     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       20       16       22       17                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,779
COMMITMENTS
  16,643   12,588    1,021    6,611   10,281   24,275   23,890    1,504    1,889

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:       -401)
    -795      228      218      146     -734     -431     -288       30     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.6     48.8      4.0     25.6     39.9     94.2     92.7      5.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      63       63       16       29       23      101       96                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       67,395
COMMITMENTS
  47,787   26,287    3,030   10,214   34,206   61,031   63,523    6,364    3,872

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     -2,605)
    -277   -1,494      -91   -1,254     -280   -1,622   -1,865     -983     -740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.9     39.0      4.5     15.2     50.8     90.6     94.3      9.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
     119       70       14       27       35      156      110                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      391,915
COMMITMENTS
 121,296   46,167   75,382  173,658  248,891  370,336  370,440   21,579   21,475

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      5,913)
  -3,554   -2,897    4,075    6,998    5,375    7,519    6,553   -1,606     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     11.8     19.2     44.3     63.5     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      78       45       70       91      102      198      195                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,228
COMMITMENTS
   2,161      839    1,386    8,176   10,323   11,723   12,548    2,505    1,680

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        975)
       0        0       -3      928    1,061      925    1,058       50      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      5.9      9.7     57.5     72.6     82.4     88.2     17.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        4        5       12       15       19       21                  
 
 
RBOB UP-DOWN CAL - NEW YORK MERCANTILE EXCHANGE                      Code-11165L
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,819
COMMITMENTS
       0    1,578        0    9,551    7,082    9,551    8,660      268    1,159

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:         37)
       0        0        0      267     -413      267     -413     -230      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.1      0.0     97.3     72.1     97.3     88.2      2.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       12       13       12       15                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,693
COMMITMENTS
   1,148    7,869    3,175   13,549    8,205   17,872   19,249    3,821    2,444

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      1,805)
     555    1,450       30    1,035      320    1,620    1,800      185        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     36.3     14.6     62.5     37.8     82.4     88.7     17.6     11.3

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 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,583
COMMITMENTS
   1,955      452      343    4,887    5,580    7,185    6,375    1,398    2,208

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        792)
     453      150       20      720      705    1,193      875     -401      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8      5.3      4.0     56.9     65.0     83.7     74.3     16.3     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        5       14       17       20       22                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       24,650
COMMITMENTS
  11,212   19,122    1,768   11,543    3,760   24,523   24,650      127        0

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        616)
     100      516        0      516      100      616      616        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.5     77.6      7.2     46.8     15.3     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 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       23,329
COMMITMENTS
   9,176    9,222    7,881    5,895    5,842   22,952   22,945      377      384

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      2,750)
     599      850    1,454      687      473    2,740    2,777       10      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     39.5     33.8     25.3     25.0     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      21       14       24       10       10       40       40                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,671
COMMITMENTS
   2,484      175        0   33,862   36,496   36,346   36,671      325        0

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      4,933)
     300        0        0    4,808    4,933    5,108    4,933     -175        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.5      0.0     92.3     99.5     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        0       27       23       30       25                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,594
COMMITMENTS
   2,460    2,667       10    5,896    5,912    8,366    8,589      228        5

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     31.0      0.1     68.6     68.8     97.3     99.9      2.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       10       10       13       13                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,382
COMMITMENTS
   2,052    7,717      701   11,608    6,889   14,361   15,307    1,021       75

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        508)
      -6      703        0      533     -208      527      495      -19       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     50.2      4.6     75.5     44.8     93.4     99.5      6.6      0.5

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 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,477
COMMITMENTS
     409    1,905      948    8,591    7,313    9,948   10,166      529      311

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        239)
      -9       44      183       65      192      239      419        0     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     18.2      9.0     82.0     69.8     95.0     97.0      5.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        9        7       21       21       31       34                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,404
COMMITMENTS
     708      210      137      479      842    1,324    1,189       80      215

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:         20)
     -60       40      -20      100      -30       20      -10        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4     15.0      9.8     34.1     60.0     94.3     84.7      5.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        7        5        8       13       17       23                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,586
COMMITMENTS
   1,315    5,902    2,984   21,886   18,750   26,185   27,636    6,401    4,950

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      2,011)
     208      436      -70    1,335    1,733    1,473    2,099      538      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     18.1      9.2     67.2     57.5     80.4     84.8     19.6     15.2

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



Updated January 29, 2016