GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,776
COMMITMENTS
  24,149    6,094      310   27,598   45,911   52,057   52,315      719      461

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -4,305)
   1,080      419   -1,274   -4,082   -3,403   -4,276   -4,258      -29      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     11.5      0.6     52.3     87.0     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        6        2       34       37       38       44                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,116
COMMITMENTS
     525        0        0    5,591    6,116    6,116    6,116        0        0

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -547)
    -100     -200        0     -436     -336     -536     -536      -11      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.0      0.0     91.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       14       15       14                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,147
COMMITMENTS
     425      331      742    6,119    6,604    7,286    7,677      861      470

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -916)
    -479     -217     -350     -105     -302     -934     -869       18      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      4.1      9.1     75.1     81.1     89.4     94.2     10.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        5       26       28       31       34                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,147
COMMITMENTS
   1,312      203      308    4,021    5,132    5,641    5,643      506      504

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,550)
    -144      -72      -26   -1,373   -1,602   -1,543   -1,700       -7      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      3.3      5.0     65.4     83.5     91.8     91.8      8.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        3        5       24       30       30       38                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,065
COMMITMENTS
     588      898      657    4,524    3,701    5,769    5,256      296      809

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -972)
    -210     -421     -181     -663     -360   -1,054     -962       82      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     14.8     10.8     74.6     61.0     95.1     86.7      4.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9        5        5       23       15       34       23                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:          901
COMMITMENTS
      60      474       65      661      242      786      781      115      120

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -715)
    -135     -211        5     -615     -554     -745     -760       30       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     52.6      7.2     73.4     26.9     87.2     86.7     12.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        7        1       10        4       12       12                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,203
COMMITMENTS
     115   11,387      120   25,957   14,470   26,192   25,977       11      226

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -949)
     -21     -795        0     -927     -114     -948     -909       -1      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     43.5      0.5     99.1     55.2    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       22       13       24       15                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,993
COMMITMENTS
     686    1,524      329    2,503    1,905    3,518    3,758      475      235

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,022)
    -381     -441      -62     -457     -436     -900     -939     -122      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     38.2      8.2     62.7     47.7     88.1     94.1     11.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        6        6       17       15       26       23                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      358,889
COMMITMENTS
  67,586   65,080   50,076  200,418  203,779  318,080  318,935   40,809   39,954

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      9,323)
  -2,444     -315    2,623   11,867    9,236   12,046   11,544   -2,723   -2,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     18.1     14.0     55.8     56.8     88.6     88.9     11.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      40       59       65       77       84      162      168                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,226
COMMITMENTS
       0      850      350   29,710   35,522   30,060   36,722   12,166    5,504

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -3,205)
       0       50      -50   -3,736   -2,358   -3,786   -2,358      581     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      0.8     70.4     84.1     71.2     87.0     28.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       23       27       24       29                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      947,373
COMMITMENTS
 213,561  411,458  283,834  384,237  212,319  881,632  907,611   65,741   39,762

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     51,503)
   4,027   24,857   22,871   23,372    4,669   50,270   52,397    1,233     -894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     43.4     30.0     40.6     22.4     93.1     95.8      6.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      95      130      121       65       53      232      242                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      292,274
COMMITMENTS
  71,987   98,465   56,579  157,341  132,366  285,907  287,410    6,367    4,864

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:    -17,365)
  -4,162   -4,626   -5,735   -8,398   -6,200  -18,295  -16,561      930     -804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     33.7     19.4     53.8     45.3     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      16       12       24       31       32       59       57                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       98,069
COMMITMENTS
  11,478   22,403   15,376   63,206   54,957   90,060   92,736    8,009    5,333

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:    -20,650)
 -16,270   -3,593   -3,559   -2,673  -14,316  -22,502  -21,468    1,852      818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     22.8     15.7     64.5     56.0     91.8     94.6      8.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       17       18       21       21       39       48                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,429,461
COMMITMENTS
 527,353   45,511  116,524  749,769  1237539  1393646  1399574   35,815   29,887

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:    -41,711)
 -30,151   -9,549    2,926  -10,118  -35,581  -37,343  -42,204   -4,368      493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9      3.2      8.2     52.5     86.6     97.5     97.9      2.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      23       12       30       54       49       87       82                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      310,993
COMMITMENTS
  14,900   64,202   30,190  264,268  214,420  309,358  308,812    1,635    2,181

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:    -26,504)
   1,300   12,833  -16,779  -10,833  -22,533  -26,312  -26,479     -192      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     20.6      9.7     85.0     68.9     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       8       24       24       37       26       64       55                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      130,739
COMMITMENTS
  43,177   66,527   21,793   64,589   41,129  129,559  129,449    1,180    1,290

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,545)
  -1,260   -2,907      473     -793      774   -1,580   -1,660       35      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     50.9     16.7     49.4     31.5     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      14       20       15       19       21       44       45                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       30,709
COMMITMENTS
  18,492    4,868    4,012    7,361   21,469   29,865   30,349      844      360

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -2,568)
  -1,398   -1,477      136   -1,537   -1,282   -2,799   -2,623      231       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.2     15.9     13.1     24.0     69.9     97.3     98.8      2.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        8       15       12       14       32       31                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       36,406
COMMITMENTS
   4,844    1,695    1,657   29,672   32,811   36,173   36,163      233      243

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -6,182)
     430     -593     -507   -6,063   -5,027   -6,140   -6,127      -42      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      4.7      4.6     81.5     90.1     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      10       14        7       45       58       61       73                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,676
COMMITMENTS
     458      481      461    1,958    2,406    2,877    3,348      799      328

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,046)
      67     -162     -143     -922     -725     -998   -1,030      -48      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     13.1     12.5     53.3     65.5     78.3     91.1     21.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        6        6       20       24       28       31                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      164,098
COMMITMENTS
  12,390    1,300    1,625  149,869  161,173  163,884  164,098      214        0

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -4,467)
     420     -105     -420   -4,446   -3,942   -4,446   -4,467      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.8      1.0     91.3     98.2     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 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,130,580
COMMITMENTS
 187,200        0        0  2943380  3130580  3130580  3130580        0        0

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:   -154,080)
       0        0        0 -154,080 -154,080 -154,080 -154,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.0      0.0     94.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       16       20       16                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       72,048
COMMITMENTS
       0        0        0   71,834   72,048   71,834   72,048      214        0

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -2,321)
    -319        0        0   -2,216   -2,321   -2,535   -2,321      214        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:       22)
       0        0        0       15       17       15       17                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,474,363
COMMITMENTS
   2,277        0        0  1472086  1474363  1474363  1474363        0        0

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:    -74,160)
  -1,080        0        0  -73,080  -74,160  -74,160  -74,160        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:       21)
       1        0        0       16       10       17       10                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      145,376
COMMITMENTS
       0        0        0  145,024  145,376  145,024  145,376      352        0

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:    114,256)
       0        0        0  113,984  114,256  113,984  114,256      272        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13        9       13        9                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,217
COMMITMENTS
     690       62       62   19,355   19,853   20,107   19,977      110      240

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -2,841)
    -393        0        0   -2,418   -2,811   -2,811   -2,811      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.3      0.3     95.7     98.2     99.5     98.8      0.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       18       24       20       26                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      110,279
COMMITMENTS
   1,937    9,714      700  106,720   99,461  109,357  109,875      922      404

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      2,972)
     241      444     -161    2,930    2,732    3,010    3,015      -38      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      8.8      0.6     96.8     90.2     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
       6       13        7       56       52       67       68                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,920
COMMITMENTS
   1,953    2,384      421   23,172   22,623   25,546   25,428      374      492

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -5,502)
    -240   -1,776      -77   -5,183   -3,751   -5,500   -5,604       -2      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      9.2      1.6     89.4     87.3     98.6     98.1      1.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        5        4       33       33       40       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,826
COMMITMENTS
      60    1,650      194    8,196    6,740    8,450    8,584      376      242

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -523)
     -30      879     -125     -328   -1,241     -483     -487      -40      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     18.7      2.2     92.9     76.4     95.7     97.3      4.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        3       26       26       30       30                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,554
COMMITMENTS
     175      373       58   10,629   10,755   10,862   11,186      692      368

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,454)
     -94     -298      -15   -1,296   -1,186   -1,405   -1,499      -49       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      3.2      0.5     92.0     93.1     94.0     96.8      6.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       23       19       26       22                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,855,603
COMMITMENTS
 545,820  348,947  588,100  628,739  834,525  1762659  1771572   92,944   84,031

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     93,720)
  22,110   30,947   33,857   32,280   29,016   88,247   93,820    5,473     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     18.8     31.7     33.9     45.0     95.0     95.5      5.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     140      143      169       97      110      337      338                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      117,229
COMMITMENTS
  68,170   11,546      880   34,266   60,304  103,316   72,730   13,913   44,499

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -2,632)
      10     -751      272   -2,764   -1,478   -2,482   -1,957     -150     -675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.2      9.8      0.8     29.2     51.4     88.1     62.0     11.9     38.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        5        4       14       17       22       22                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,192
COMMITMENTS
  18,055   74,734   85,364   65,073    7,375  168,492  167,473    5,700    6,719

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      1,600)
  -6,793   -5,254   12,494   -4,775   -6,611      926      629      674      971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     42.9     49.0     37.4      4.2     96.7     96.1      3.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      16        9       23       14       12       40       36                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,080
COMMITMENTS
     675        0       90   17,300   17,835   18,065   17,925       15      155

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      1,740)
      90        0        0    1,755    1,740    1,845    1,740     -105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.5     95.7     98.6     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       22       16       24       17                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       26,235
COMMITMENTS
  16,855   12,932      881    6,924   10,446   24,660   24,259    1,575    1,976

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        456)
     212      344     -140      313      165      385      369       71       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2     49.3      3.4     26.4     39.8     94.0     92.5      6.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      58       63       14       33       26      100       95                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       66,265
COMMITMENTS
  46,451   24,797    3,061   10,181   34,463   59,693   62,321    6,572    3,944

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,130)
  -1,336   -1,490       31      -33      257   -1,338   -1,202      208       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.1     37.4      4.6     15.4     52.0     90.1     94.0      9.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
     116       65       16       28       34      156      105                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      398,909
COMMITMENTS
 122,307   45,940   76,578  176,765  253,335  375,650  375,853   23,259   23,056

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      6,994)
   1,011     -227    1,196    3,107    4,444    5,314    5,413    1,680    1,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     11.5     19.2     44.3     63.5     94.2     94.2      5.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      72       49       69       87       97      189      192                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,312
COMMITMENTS
   2,538    8,126    2,664   11,591    7,355   16,793   18,145    3,519    2,167

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,381)
   1,390      257     -511   -1,958     -850   -1,079   -1,104     -302     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     40.0     13.1     57.1     36.2     82.7     89.3     17.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        5        6       14       16       21       22                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       22,666
COMMITMENTS
   9,956   18,151    1,299   11,284    3,216   22,539   22,666      127        0

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,984)
  -1,256     -971     -469     -259     -544   -1,984   -1,984        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     80.1      5.7     49.8     14.2     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        2       11        6       18       11                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       20,486
COMMITMENTS
   6,918    8,809    7,611    5,506    3,816   20,035   20,236      451      250

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -2,843)
  -2,258     -413     -270     -389   -2,026   -2,917   -2,709       74     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     43.0     37.2     26.9     18.6     97.8     98.8      2.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      16       15       26        9       10       38       41                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,773
COMMITMENTS
   2,606      125      225   27,622   30,423   30,453   30,773      320        0

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -5,898)
     122      -50      225   -6,240   -6,073   -5,893   -5,898       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.4      0.7     89.8     98.9     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        1       26       21       30       24                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,797
COMMITMENTS
   1,906    7,490      227   11,369    7,007   13,502   14,724    1,295       73

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -585)
    -146     -227     -474     -239      118     -859     -583      274       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     50.6      1.5     76.8     47.4     91.2     99.5      8.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        4       21       17       28       24                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,666
COMMITMENTS
     430    1,970      852    8,188    6,572    9,470    9,394      196      272

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -811)
      21       65      -96     -403     -741     -478     -772     -333      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     20.4      8.8     84.7     68.0     98.0     97.2      2.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5       11        9       21       20       31       35                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,403
COMMITMENTS
   2,919    6,198    2,248   18,859   16,615   24,026   25,061    6,377    5,342

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -2,183)
   1,604      296     -736   -3,027   -2,135   -2,159   -2,575      -24      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     20.4      7.4     62.0     54.6     79.0     82.4     21.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       14       14       18       18                  



Updated February 5, 2016