GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,544
COMMITMENTS
  26,812    8,188      390   30,616   49,711   57,818   58,289      726      255

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      2,290)
   1,243      735      -60    1,013    1,648    2,196    2,323       94      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     14.0      0.7     52.3     84.9     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        6        2       37       38       41       45                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,042
COMMITMENTS
     745        0        0    7,297    8,042    8,042    8,042        0        0

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        433)
     220        0        0      213      433      433      433        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      0.0      0.0     90.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       15       16       17       16                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,497
COMMITMENTS
     505      342    1,205    6,861    7,390    8,571    8,937      926      560

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        692)
     -36        7      309      422      356      695      672       -3       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      3.6     12.7     72.2     77.8     90.2     94.1      9.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        5       26       29       31       35                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,247
COMMITMENTS
   1,794      249      266    4,587    6,134    6,647    6,649      600      598

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        395)
     185       21       42      170      363      397      426       -2      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      3.4      3.7     63.3     84.6     91.7     91.7      8.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        3        6       27       33       34       42                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,965
COMMITMENTS
   1,266    1,194      756    5,702    5,484    7,724    7,434      241      531

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        343)
      80       92      -62      316      283      334      313        9       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     15.0      9.5     71.6     68.9     97.0     93.3      3.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10        5        6       27       23       39       32                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,457
COMMITMENTS
     120      645      125    1,089      550    1,334    1,320      123      137

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        183)
      40       93      -10      125       83      155      166       28       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     44.3      8.6     74.7     37.7     91.6     90.6      8.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        8        4       15       11       21       21                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,141
COMMITMENTS
       0   13,250      235   29,856   16,423   30,091   29,908       50      233

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,393)
    -107    1,223      -75    1,536      251    1,354    1,399       39       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     44.0      0.8     99.1     54.5     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        2       28       16       30       19                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,801
COMMITMENTS
     849    1,761      596    2,831    2,283    4,276    4,640      525      161

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        204)
      87      139       55       97       45      239      239      -35      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     36.7     12.4     59.0     47.6     89.1     96.6     10.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        6        9       25       20       36       31                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      364,300
COMMITMENTS
  65,582   70,792   44,024  213,954  210,106  323,560  324,922   40,740   39,378

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -9,463)
  -3,287      430   -7,230       40   -2,657  -10,477   -9,457    1,014       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     19.4     12.1     58.7     57.7     88.8     89.2     11.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      31       61       55       76       83      148      160                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,995
COMMITMENTS
       0    1,350      500   40,188   44,215   40,688   46,065   12,307    6,930

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        457)
       0        0       75      751     -609      826     -534     -369      991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.9     75.8     83.4     76.8     86.9     23.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        1       24       28       25       30                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,042,618
COMMITMENTS
 258,860  450,443  320,609  395,797  229,070  975,266  1000122   67,352   42,496

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      8,322)
   9,034   12,009   -2,265      233     -546    7,002    9,198    1,320     -876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     43.2     30.8     38.0     22.0     93.5     95.9      6.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     115      127      134       66       54      254      256                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      289,380
COMMITMENTS
  63,953   89,990   60,859  157,635  133,484  282,447  284,333    6,933    5,047

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -19,658)
  -6,573     -179     -896  -11,379  -18,600  -18,848  -19,675     -810       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     31.1     21.0     54.5     46.1     97.6     98.3      2.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      15       13       28       32       33       62       62                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      105,794
COMMITMENTS
  19,262   22,907   17,087   64,955   62,231  101,304  102,225    4,490    3,569

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -20,998)
  -1,282   -4,306  -11,619   -7,335   -4,761  -20,236  -20,686     -762     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     21.7     16.2     61.4     58.8     95.8     96.6      4.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       18       23       25       24       49       56                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,453,762
COMMITMENTS
 550,046   49,880  119,155  749,184  1258218  1418385  1427253   35,377   26,509

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -33,684)
 -11,721   -4,437      347  -21,548  -27,248  -32,922  -31,338     -762   -2,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8      3.4      8.2     51.5     86.5     97.6     98.2      2.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      25       10       29       53       48       87       79                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      310,676
COMMITMENTS
  23,214   65,518   30,144  255,397  212,739  308,755  308,401    1,921    2,275

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -40,581)
  -6,694  -10,970   -8,631  -25,685  -21,473  -41,010  -41,074      429      493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     21.1      9.7     82.2     68.5     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      14       16       22       35       28       62       53                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      123,707
COMMITMENTS
  48,717   54,623   22,670   50,734   44,977  122,121  122,270    1,586    1,437

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -5,315)
     729   -3,978   -1,147   -4,999     -463   -5,417   -5,588      102      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     44.2     18.3     41.0     36.4     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      14       20       18       22       21       49       46                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       26,932
COMMITMENTS
  16,468    4,935    3,857    5,947   17,800   26,272   26,592      660      340

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -3,305)
  -2,322     -357     -370     -594   -2,558   -3,286   -3,285      -19      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.1     18.3     14.3     22.1     66.1     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      15        8       17       12       13       33       32                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,063
COMMITMENTS
      15      126       45    2,751    2,740    2,811    2,911      252      152

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.1      1.5     89.8     89.5     91.8     95.0      8.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       16       16       17       19                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       38,327
COMMITMENTS
   6,277    1,442    2,150   29,654   34,445   38,081   38,037      246      290

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -2,354)
     204     -913      -62   -2,456   -1,362   -2,314   -2,337      -40      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      3.8      5.6     77.4     89.9     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13       11        8       41       55       58       70                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,528
COMMITMENTS
     440      954      356    1,885    1,969    2,681    3,279      847      249

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -1,127)
     -72      348     -281     -842   -1,122   -1,195   -1,055       68      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     27.0     10.1     53.4     55.8     76.0     92.9     24.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        5        5       22       23       31       31                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      211,530
COMMITMENTS
  12,390      955    1,625  197,324  208,950  211,339  211,530      191        0

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -4,535)
       0     -345        0   -4,512   -4,190   -4,512   -4,535      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.5      0.8     93.3     98.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       22       18       23       20                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,620,936
COMMITMENTS
 114,450   15,860   61,000  3445486  3544076  3620936  3620936        0        0

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -13,975)
 -48,750   15,860   45,000  -10,225  -74,835  -13,975  -13,975        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.4      1.7     95.2     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       19       18       20       20                  
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       73,046
COMMITMENTS
       0        0        0   72,855   73,046   72,855   73,046      191        0

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -3,738)
       0        0        0   -3,715   -3,738   -3,715   -3,738      -23        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:       21)
       0        0        0       15       16       15       16                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,389,729
COMMITMENTS
   1,152        0        0  1388577  1389729  1389729  1389729        0        0

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:   -129,459)
  -1,125        0        0 -128,334 -129,459 -129,459 -129,459        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       12       17       12                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,646
COMMITMENTS
     387        0        0   19,144   19,446   19,531   19,446      115      200

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -1,219)
    -365      -62      -62     -797   -1,047   -1,224   -1,171        5      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     97.4     99.0     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        0       19       26       21       26                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      127,988
COMMITMENTS
   1,721    3,791      718  124,557  123,095  126,996  127,604      992      384

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     14,911)
     320   -4,348      -79   14,613   19,393   14,854   14,966       57      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      3.0      0.6     97.3     96.2     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       6       10        3       56       55       63       67                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,123
COMMITMENTS
     231      480       57   40,085   40,536   40,373   41,073      750       50

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,289)
     -12        0        0    1,346    1,294    1,334    1,294      -45       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.2      0.1     97.5     98.6     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       19       19       21                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,191
COMMITMENTS
   1,600       95      220   25,037   26,671   26,857   26,986      334      205

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -3,904)
    -280   -2,996      -65   -3,548     -440   -3,893   -3,501      -11     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.3      0.8     92.1     98.1     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        3       33       34       38       38                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,119
COMMITMENTS
      30    1,434      384   12,340   11,161   12,754   12,979      365      140

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        450)
     -30     -243       23      508      802      501      582      -51     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     10.9      2.9     94.1     85.1     97.2     98.9      2.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        4       27       26       32       30                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,847
COMMITMENTS
     211      205       86   11,990   12,398   12,287   12,689      560      158

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        -96)
     -22     -228      -51        2      225      -71      -54      -25      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.6      0.7     93.3     96.5     95.6     98.8      4.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       24       20       27       23                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,800,298
COMMITMENTS
 529,761  317,243  574,081  607,281  820,159  1711123  1711483   89,175   88,815

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     23,602)
  -3,507  -10,169   24,273    5,799    5,448   26,565   19,552   -2,963    4,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     17.6     31.9     33.7     45.6     95.0     95.1      5.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     112      150      181       97      110      322      351                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      115,959
COMMITMENTS
  67,505   12,809      599   31,516   62,011   99,620   75,419   16,339   40,540

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -4,900)
      40     -720     -506   -3,067     -568   -3,533   -1,794   -1,367   -3,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.2     11.0      0.5     27.2     53.5     85.9     65.0     14.1     35.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        4       14       16       21       22                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      163,777
COMMITMENTS
  12,145   63,398   84,178   60,283    8,552  156,606  156,128    7,171    7,649

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -13,620)
     736   -4,947   -5,111  -11,619   -5,218  -15,994  -15,276    2,374    1,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     38.7     51.4     36.8      5.2     95.6     95.3      4.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      14        9       22       17       12       41       36                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,084
COMMITMENTS
     540        0       90   16,424   16,994   17,054   17,084       30        0

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      -75      -75      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.5     96.1     99.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        1       22       22       24       23                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,293
COMMITMENTS
  15,333   13,076      396    8,179   10,007   23,908   23,479    1,385    1,814

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -2,798)
    -716      860   -1,295     -555   -1,996   -2,566   -2,431     -232     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.6     51.7      1.6     32.3     39.6     94.5     92.8      5.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      64       47        9       31       28       99       81                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       66,211
COMMITMENTS
  47,357   15,838    3,554    8,819   43,855   59,730   63,247    6,481    2,964

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,895)
     656    2,644      458    1,188   -1,002    2,302    2,100     -407     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.5     23.9      5.4     13.3     66.2     90.2     95.5      9.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
     131       49       21       29       37      172       97                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      409,709
COMMITMENTS
 127,565   33,750   70,103  188,737  284,957  386,405  388,810   23,304   20,899

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -1,562)
  -1,639   -4,893     -698     -801    5,869   -3,138      278    1,576   -1,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      8.2     17.1     46.1     69.6     94.3     94.9      5.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      83       40       68       84      103      195      189                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       24,720
COMMITMENTS
  11,079   21,746      627   12,903    2,347   24,609   24,720      111        0

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -2,439)
  -1,085     -868     -422     -916   -1,149   -2,423   -2,439      -16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8     88.0      2.5     52.2      9.5     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        5        2       13        6       20       11                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       25,726
COMMITMENTS
   9,572   10,234    8,668    6,928    6,390   25,168   25,292      558      434

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,486)
   1,059    1,230       68      357      222    1,484    1,520        2      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     39.8     33.7     26.9     24.8     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      19       17       25        9       10       40       42                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,228
COMMITMENTS
   3,246      275      225   29,437   32,728   32,908   33,228      320        0

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        510)
     -90        0        0      600      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.8      0.7     88.6     98.5     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        1       29       23       33       26                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,124
COMMITMENTS
   2,260    2,812      135    6,722    6,165    9,117    9,112        7       12

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        195)
       0       75        0      195      120      195      195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     30.8      1.5     73.7     67.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        2       12       11       16       14                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,513
COMMITMENTS
   2,840    7,522      433   11,140    7,479   14,413   15,434    1,100       79

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -400)
     340     -727      117     -695      240     -238     -370     -162      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     48.5      2.8     71.8     48.2     92.9     99.5      7.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        4        4       23       17       32       23                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        6,326
COMMITMENTS
      67    4,633       36    5,204    1,256    5,307    5,925    1,019      401

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        323)
     -15      250       15      284       75      284      340       39      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     73.2      0.6     82.3     19.9     83.9     93.7     16.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        2       18       13       21       17                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,740
COMMITMENTS
     827    1,618      639    7,066    6,211    8,532    8,468      208      272

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -1,419)
     256     -571     -189   -1,498     -655   -1,431   -1,415       12       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     18.5      7.3     80.8     71.1     97.6     96.9      2.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        8        8       18       18       30       30                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,117
COMMITMENTS
     534      360       80      363      485      977      925      140      192

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:         56)
      44       38        2       61        6      107       46      -51       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8     32.2      7.2     32.5     43.4     87.5     82.8     12.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        8        3        9        7       16       16                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,390
COMMITMENTS
   2,917    7,876    2,601   19,826   13,702   25,344   24,179    5,046    6,211

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -2,112)
  -1,042    1,554      384     -883   -5,483   -1,541   -3,545     -571    1,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     25.9      8.6     65.2     45.1     83.4     79.6     16.6     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        4       16       13       22       17                  



Updated March 4, 2016