GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,956
COMMITMENTS
  24,806    6,937      500   28,188   46,287   53,494   53,724      462      232

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        645)
     544      440       80       -8      150      616      670       29      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     12.9      0.9     52.2     85.8     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        6        2       36       38       40       45                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,837
COMMITMENTS
     509      311      801    6,585    7,154    7,895    8,266      942      571

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        231)
      43      -10       27      159      187      229      204        2       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      3.5      9.1     74.5     81.0     89.3     93.5     10.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       26       29       29       34                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,433
COMMITMENTS
   1,461      213      226    4,154    5,360    5,841    5,799      592      634

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        143)
      80        0      -47       83       98      116       51       27       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      3.3      3.5     64.6     83.3     90.8     90.1      9.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        3        5       25       30       31       38                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,234
COMMITMENTS
   1,071      942      754    5,142    5,037    6,967    6,733      267      501

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        511)
     168       57       84      243      667      495      808       16     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     13.0     10.4     71.1     69.6     96.3     93.1      3.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9        6        6       28       21       40       30                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,146
COMMITMENTS
      90      489      115      836      402    1,041    1,006      105      140

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        200)
       0       25       35      175      120      210      180      -10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     42.7     10.0     72.9     35.1     90.8     87.8      9.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        7        3       12        8       16       17                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,405
COMMITMENTS
     192   11,562      310   26,884   15,294   27,386   27,166       19      239

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        227)
     100      150      100       19      -19      219      231        8       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     42.2      1.1     98.1     55.8     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       25       14       27       17                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,169
COMMITMENTS
     662    1,576      416    2,489    1,920    3,567    3,912      602      257

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:         43)
     -45      -44       60       21        5       36       21        7       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     37.8     10.0     59.7     46.1     85.6     93.8     14.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        6        7       19       17       28       26                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      367,721
COMMITMENTS
  69,009   65,042   51,422  205,961  210,886  326,392  327,350   41,329   40,371

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:      9,499)
  -1,427   -1,908    1,400    7,622   10,817    7,595   10,309    1,904     -810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     17.7     14.0     56.0     57.3     88.8     89.0     11.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      46       55       63       75       84      161      166                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       48,577
COMMITMENTS
       0    1,350      425   34,690   41,784   35,115   43,559   13,462    5,018

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:      3,071)
       0       50       75    2,404    3,959    2,479    4,084      592   -1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      0.9     71.4     86.0     72.3     89.7     27.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        1       23       28       24       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,011,059
COMMITMENTS
 242,124  420,222  312,904  388,251  236,095  943,279  969,221   67,780   41,838

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:     55,605)
  23,913   12,552   25,574    3,820   14,979   53,307   53,105    2,298    2,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     41.6     30.9     38.4     23.4     93.3     95.9      6.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      97      143      133       63       54      241      256                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      302,958
COMMITMENTS
  71,235   96,278   61,338  163,910  140,287  296,483  297,903    6,475    5,055

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:      1,772)
  -1,255   -1,148    1,761    1,183      940    1,689    1,553       83      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     31.8     20.2     54.1     46.3     97.9     98.3      2.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      17       10       25       32       32       60       58                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      110,690
COMMITMENTS
  13,107   23,584   21,564   69,183   61,102  103,854  106,250    6,836    4,440

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:      7,697)
   2,530    3,592    2,764    4,138    1,503    9,432    7,859   -1,735     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     21.3     19.5     62.5     55.2     93.8     96.0      6.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       18       24       24       23       52       52                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,477,017
COMMITMENTS
 544,765   51,492  120,223  776,094  1277190  1441082  1448905   35,935   28,112

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:     14,167)
   7,687    2,625      472    5,836   12,463   13,995   15,560      172   -1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9      3.5      8.1     52.5     86.5     97.6     98.1      2.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      23       12       31       54       49       88       82                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      331,074
COMMITMENTS
  24,240   67,983   36,578  268,747  224,283  329,565  328,844    1,509    2,230

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:      3,454)
   2,850   -1,763      176      462    4,940    3,488    3,353      -34      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     20.5     11.0     81.2     67.7     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      15       24       27       37       28       71       60                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      132,271
COMMITMENTS
  47,170   60,709   23,558   60,115   46,559  130,843  130,826    1,428    1,445

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:      2,589)
     -83   -1,381    1,292    1,122    2,338    2,331    2,249      258      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     45.9     17.8     45.4     35.2     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16       18       17       20       21       47       45                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       31,263
COMMITMENTS
  19,140    4,811    4,260    7,204   21,807   30,604   30,878      659      385

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        624)
     111      981     -195      668     -202      584      584       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     15.4     13.6     23.0     69.8     97.9     98.8      2.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        9       16       12       15       33       33                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       39,132
COMMITMENTS
   5,561    1,976    1,883   31,361   35,034   38,805   38,893      327      239

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:      1,015)
     386      439      -28      570      622      928    1,033       87      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      5.0      4.8     80.1     89.5     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      12       13        9       43       58       61       74                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,307
COMMITMENTS
     482      481      533    2,491    2,908    3,506    3,922      801      385

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        274)
     -10        0      -62      325      291      253      229       21       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     11.2     12.4     57.8     67.5     81.4     91.1     18.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        6        7       26       28       35       36                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      211,001
COMMITMENTS
  12,390    1,300    1,625  196,772  208,076  210,787  211,001      214        0

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:     25,053)
       0        0        0   25,053   25,053   25,053   25,053        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.6      0.8     93.3     98.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       24       18       25       20                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,635,471
COMMITMENTS
 187,200        0        0  3448271  3635471  3635471  3635471        0        0

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:    253,696)
       0        0        0  253,696  253,696  253,696  253,696        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      0.0     94.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       18       20       18                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       73,186
COMMITMENTS
       0        0        0   72,972   73,186   72,972   73,186      214        0

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:      1,368)
       0        0        0    1,368    1,368    1,368    1,368        0        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 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,519,188
COMMITMENTS
   2,277        0        0  1516911  1519188  1519188  1519188        0        0

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     99.9    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 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       72,688
COMMITMENTS
       0        0        0   72,512   72,688   72,512   72,688      176        0

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:    -36,344)
       0        0        0  -36,256  -36,344  -36,256  -36,344      -88        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 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,547
COMMITMENTS
     697       62       62   19,678   20,183   20,437   20,307      110      240

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        298)
       7        0        0      291      298      298      298        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.3      0.3     95.8     98.2     99.5     98.8      0.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        1       20       25       22       27                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      109,705
COMMITMENTS
   1,560    8,023      912  106,327  100,416  108,799  109,351      906      354

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:      6,023)
    -216      263      150    6,139    5,620    6,073    6,033      -50      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      7.3      0.8     96.9     91.5     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       5       12        5       54       53       62       67                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,461
COMMITMENTS
     243      480       57   36,366   36,859   36,666   37,396      795       65

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.3      0.2     97.1     98.4     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       18       17       20                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,493
COMMITMENTS
   2,070    2,776      240   25,816   25,047   28,126   28,063      367      430

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        192)
      24      105      -40      205      129      189      194        3       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      9.7      0.8     90.6     87.9     98.7     98.5      1.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        5        4       33       33       40       40                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,805
COMMITMENTS
      60    1,636      288    9,055    7,723    9,403    9,647      402      158

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:         36)
       0      -65      115      -79      -14       36       36        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     16.7      2.9     92.4     78.8     95.9     98.4      4.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        3       26       26       30       30                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,357
COMMITMENTS
     175      433       58   11,457   11,600   11,690   12,091      667      266

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        301)
       0       60        0      281      191      281      251       20       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      3.5      0.5     92.7     93.9     94.6     97.8      5.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        2       25       20       28       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,840,051
COMMITMENTS
 517,940  358,953  582,324  639,559  808,554  1739823  1749831  100,228   90,220

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:    -14,328)
 -26,860    2,030   -4,152   16,864  -15,027  -14,148  -17,149     -180    2,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     19.5     31.6     34.8     43.9     94.6     95.1      5.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     124      152      185      100      107      326      361                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      118,632
COMMITMENTS
  68,426   13,270      682   35,047   60,904  104,155   74,856   14,477   43,776

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        906)
     633    1,723      -28      188      508      793    2,203      113   -1,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.7     11.2      0.6     29.5     51.3     87.8     63.1     12.2     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        6        4       14       17       22       23                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,275
COMMITMENTS
  14,736   71,917   86,077   68,675   11,233  169,488  169,227    4,787    5,048

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:      4,935)
  -1,029   -2,178    5,024    1,336    1,983    5,331    4,829     -396      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     41.3     49.4     39.4      6.4     97.3     97.1      2.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       11       22       16       15       41       39                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,686
COMMITMENTS
     615        0       90   17,981   18,441   18,686   18,531        0      155

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        170)
     -15        0        0      185      170      170      170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.5     96.2     98.7    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       23       18       25       19                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       28,117
COMMITMENTS
  17,197   11,509    2,014    7,457   12,821   26,668   26,344    1,449    1,773

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        919)
     -44     -548      132      824    1,218      912      802        7      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     40.9      7.2     26.5     45.6     94.8     93.7      5.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      56       60       17       31       31      100      100                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,876
COMMITMENTS
  47,719   15,625    2,843    7,895   43,483   58,457   61,951    6,419    2,925

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:       -550)
     222   -3,370       25     -721    3,099     -474     -246      -76     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.6     24.1      4.4     12.2     67.0     90.1     95.5      9.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
     126       53       15       24       37      159       97                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      407,706
COMMITMENTS
 125,817   38,326   74,909  185,738  269,290  386,464  382,525   21,242   25,181

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:       -946)
    -683   -8,932   -3,050    4,279    8,445      546   -3,537   -1,492    2,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      9.4     18.4     45.6     66.1     94.8     93.8      5.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      79       41       68       93      100      201      188                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,362
COMMITMENTS
   1,365      911      915    6,883    6,728    9,163    8,554    2,199    2,808

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      8.0      8.1     60.6     59.2     80.6     75.3     19.4     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       12       12       15       15                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,349
COMMITMENTS
   2,838    8,650    2,961   12,724    8,837   18,523   20,448    3,826    1,901

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        247)
     -40      369      -28      273      172      205      513       42     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     38.7     13.2     56.9     39.5     82.9     91.5     17.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        6        6       15       18       22       25                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,490
COMMITMENTS
   1,583      160       50    4,030    4,894    5,663    5,104    1,827    2,386

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      2.1      0.7     53.8     65.3     75.6     68.1     24.4     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       13       16       16       18                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       25,766
COMMITMENTS
  11,081   20,996    1,199   13,359    3,571   25,639   25,766      127        0

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:      1,110)
     225    1,155     -100      985       55    1,110    1,110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     81.5      4.7     51.8     13.9     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        5        2       12        6       19       11                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       22,942
COMMITMENTS
   7,857    9,122    7,902    6,090    4,945   21,849   21,969    1,093      973

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:      2,004)
     746      340      -27      567      967    1,286    1,280      718      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     39.8     34.4     26.5     21.6     95.2     95.8      4.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18       16       25        9       10       39       41                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,940
COMMITMENTS
   2,821      275      225   28,574   31,440   31,620   31,940      320        0

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        -13)
     205      200        0     -218     -213      -13      -13        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.9      0.7     89.5     98.4     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        1       27       21       31       24                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,529
COMMITMENTS
   2,335    2,547      135    5,852    5,830    8,322    8,512      207       17

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     29.9      1.6     68.6     68.4     97.6     99.8      2.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        2       11       10       15       13                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,533
COMMITMENTS
   2,456    8,100      116   11,685    7,208   14,257   15,424    1,276      109

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        547)
     497      450     -104      184      201      577      547      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     52.1      0.7     75.2     46.4     91.8     99.3      8.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        5        2       22       17       30       22                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        5,691
COMMITMENTS
      57    4,200       24    4,575    1,065    4,656    5,289    1,035      402

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     73.8      0.4     80.4     18.7     81.8     92.9     18.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        2       16       13       19       17                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,844
COMMITMENTS
     517    2,068      846    8,285    6,627    9,648    9,541      196      303

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        137)
      -9       64       15      131       27      137      106        0       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     21.0      8.6     84.2     67.3     98.0     96.9      2.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       10       10       22       21       33       36                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:          941
COMMITMENTS
     465      232       88      242      439      795      759      146      182

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     24.7      9.4     25.7     46.7     84.5     80.7     15.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        7        3        6        6       12       13                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 02/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,328
COMMITMENTS
   3,809    5,535    2,651   19,099   18,065   25,559   26,251    5,769    5,077

CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST:        243)
     -10       96     -130    1,382      571    1,242      537     -999     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     17.7      8.5     61.0     57.7     81.6     83.8     18.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        4       15       14       20       19                  



Updated February 19, 2016