GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,111
COMMITMENTS
  22,739    8,208      187   32,513   47,512   55,439   55,907      672      204

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,433)
  -4,073       20     -203    1,897   -2,199   -2,379   -2,382      -54      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     14.6      0.3     57.9     84.7     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        6        2       36       38       41       45                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,877
COMMITMENTS
     220        0        0    6,657    6,877    6,877    6,877        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,165)
    -525        0        0     -640   -1,165   -1,165   -1,165        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.0     96.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       14       15       15       15                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,885
COMMITMENTS
     640      182    1,117    5,170    5,795    6,927    7,094      958      791

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,612)
     135     -160      -88   -1,691   -1,595   -1,644   -1,843       32      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      2.3     14.2     65.6     73.5     87.9     90.0     12.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        4       23       25       27       31                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,556
COMMITMENTS
   1,778      158      238    3,874    5,715    5,890    6,111      666      445

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -691)
     -16      -91      -28     -713     -419     -757     -538       66     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      2.4      3.6     59.1     87.2     89.8     93.2     10.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        6       23       34       29       42                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,144
COMMITMENTS
     691      698      737    4,514    4,195    5,942    5,630      202      514

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,821)
    -575     -496      -19   -1,188   -1,289   -1,782   -1,804      -39      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     11.4     12.0     73.5     68.3     96.7     91.6      3.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        4        7       21       23       31       31                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,053
COMMITMENTS
     175      456      105      658      412      938      973      115       80

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -404)
      55     -189      -20     -431     -138     -396     -347       -8      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     43.3     10.0     62.5     39.1     89.1     92.4     10.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        4        4       13       10       20       16                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,343
COMMITMENTS
      25   12,481      120   27,149   14,529   27,294   27,130       49      213

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,798)
      25     -769     -115   -2,707   -1,894   -2,797   -2,778       -1      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     45.6      0.4     99.3     53.1     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       28       15       30       18                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,107
COMMITMENTS
   1,062    2,015      267    2,227    1,629    3,556    3,911      551      196

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -694)
     213      254     -329     -604     -654     -720     -729       26       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     49.1      6.5     54.2     39.7     86.6     95.2     13.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        8        6       21       13       31       23                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      363,738
COMMITMENTS
  65,163   69,242   49,952  206,972  206,262  322,087  325,456   41,651   38,282

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -562)
    -419   -1,550    5,928   -6,982   -3,844   -1,473      534      911   -1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     19.0     13.7     56.9     56.7     88.5     89.5     11.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      36       55       51       77       80      146      156                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       49,687
COMMITMENTS
       0    1,600      500   38,472   40,758   38,972   42,858   10,715    6,829

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -3,308)
       0      250        0   -1,716   -3,457   -1,716   -3,207   -1,592     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      1.0     77.4     82.0     78.4     86.3     21.6     13.7

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 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,072,608
COMMITMENTS
 261,978  469,325  329,112  410,441  231,796  1001531  1030233   71,077   42,375

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     29,990)
   3,118   18,882    8,503   14,644    2,726   26,265   30,111    3,725     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     43.8     30.7     38.3     21.6     93.4     96.0      6.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     120      139      141       66       57      264      267                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      296,266
COMMITMENTS
  67,670   98,410   62,009  159,367  130,752  289,046  291,171    7,220    5,095

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      6,886)
   3,717    8,420    1,150    1,732   -2,732    6,599    6,838      287       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     33.2     20.9     53.8     44.1     97.6     98.3      2.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      16       14       28       33       33       63       64                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      110,572
COMMITMENTS
  20,441   25,567   17,922   67,257   63,190  105,620  106,679    4,952    3,893

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      4,778)
   1,179    2,660      835    2,302      959    4,316    4,454      462      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     23.1     16.2     60.8     57.1     95.5     96.5      4.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       18       24       25       24       50       56                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,456,600
COMMITMENTS
 538,097   52,931  123,219  760,619  1255001  1421935  1431151   34,665   25,449

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      2,838)
 -11,949    3,051    4,064   11,435   -3,217    3,550    3,898     -712   -1,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9      3.6      8.5     52.2     86.2     97.6     98.3      2.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      24       11       28       54       49       87       80                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      323,898
COMMITMENTS
  21,839   73,894   31,311  268,775  216,582  321,925  321,787    1,973    2,111

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     13,222)
  -1,375    8,376    1,167   13,378    3,843   13,170   13,386       52     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     22.8      9.7     83.0     66.9     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      13       17       26       36       29       64       57                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      115,696
COMMITMENTS
  45,820   57,274   17,694   50,803   39,737  114,317  114,705    1,379      991

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -8,011)
  -2,897    2,651   -4,976       69   -5,240   -7,804   -7,565     -207     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     49.5     15.3     43.9     34.3     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13       22       20       21       19       50       45                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       27,634
COMMITMENTS
  17,223    3,570    4,798    5,073   18,946   27,094   27,314      540      320

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        702)
     755   -1,365      941     -874    1,146      822      722     -120      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.3     12.9     17.4     18.4     68.6     98.0     98.8      2.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        9       17       12       14       33       34                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,158
COMMITMENTS
      90      126       55    2,791    2,825    2,936    3,006      222      152

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:         95)
      75        0       10       40       85      125       95      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      4.0      1.7     88.4     89.5     93.0     95.2      7.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       16       16       18       20                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       39,138
COMMITMENTS
   6,398    1,384    1,906   30,507   35,552   38,811   38,842      327      296

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        811)
     121      -58     -244      853    1,107      730      805       81        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      3.5      4.9     77.9     90.8     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      12       12        7       41       52       57       67                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,168
COMMITMENTS
     511    1,068      429    2,375    2,397    3,315    3,894      853      274

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        640)
      71      114       73      490      428      634      615        6       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     25.6     10.3     57.0     57.5     79.5     93.4     20.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        5        5       24       26       33       34                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      215,621
COMMITMENTS
  11,960      955    2,055  201,415  212,611  215,430  215,621      191        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      4,091)
    -430        0      430    4,091    3,661    4,091    4,091        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.4      1.0     93.4     98.6     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 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,574,655
COMMITMENTS
 114,450   15,860   61,000  3399205  3497795  3574655  3574655        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -46,281)
       0        0        0  -46,281  -46,281  -46,281  -46,281        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.4      1.7     95.1     97.8    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 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       73,224
COMMITMENTS
     430        0        0   72,603   73,224   73,033   73,224      191        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        178)
     430        0        0     -252      178      178      178        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     99.2    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       16       16       16                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,351,228
COMMITMENTS
   1,152        0        0  1350076  1351228  1351228  1351228        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -38,501)
       0        0        0  -38,501  -38,501  -38,501  -38,501        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       15       12       16       12                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,983
COMMITMENTS
     427        0        0   20,441   20,768   20,868   20,768      115      215

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      1,337)
      40        0        0    1,297    1,322    1,337    1,322        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     97.4     99.0     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       20       27       22       27                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      119,645
COMMITMENTS
   2,162    2,974      596  116,036  115,702  118,794  119,272      851      373

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -8,343)
     441     -817     -122   -8,521   -7,393   -8,202   -8,332     -141      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.5      0.5     97.0     96.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7        7        5       53       51       62       61                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,949
COMMITMENTS
     144      480      102   41,938   42,317   42,184   42,899      765       50

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      1,826)
     -87        0       45    1,853    1,781    1,811    1,826       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.1      0.2     97.6     98.5     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       18       20       19       22                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,851
COMMITMENTS
   1,587      127      190   26,650   28,199   28,427   28,516      424      335

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      1,660)
     -13       32      -30    1,613    1,528    1,570    1,530       90      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.4      0.7     92.4     97.7     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        3       33       34       38       38                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,258
COMMITMENTS
     120    1,394      419   13,149   12,085   13,688   13,898      570      360

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      1,139)
      90      -40       35      809      924      934      919      205      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      9.8      2.9     92.2     84.8     96.0     97.5      4.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        4       28       28       34       32                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,963
COMMITMENTS
     201      205      131   12,864   13,395   13,196   13,731      767      232

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      1,116)
     -10        0       45      874      997      909    1,042      207       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.5      0.9     92.1     95.9     94.5     98.3      5.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       23       19       26       22                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,816,474
COMMITMENTS
 535,589  291,337  577,225  612,412  853,501  1725226  1722063   91,248   94,411

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     16,176)
   5,828  -25,906    3,144    5,131   33,342   14,103   10,580    2,073    5,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     16.0     31.8     33.7     47.0     95.0     94.8      5.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     127      136      186      100      110      335      343                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      117,781
COMMITMENTS
  69,473   12,728      696   31,252   62,376  101,421   75,800   16,360   41,981

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      1,822)
   1,968      -81       97     -264      365    1,801      381       21    1,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.0     10.8      0.6     26.5     53.0     86.1     64.4     13.9     35.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        5       14       16       22       22                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      158,876
COMMITMENTS
   8,752   64,619   76,971   66,025   10,522  151,748  152,112    7,128    6,764

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -4,901)
  -3,393    1,221   -7,207    5,742    1,970   -4,858   -4,016      -43     -885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     40.7     48.4     41.6      6.6     95.5     95.7      4.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13       12       22       18       12       42       37                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,234
COMMITMENTS
     540        0       90   16,574   17,144   17,204   17,234       30        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.5     96.2     99.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        1       23       22       25       23                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,425
COMMITMENTS
  14,864    9,601      400    6,741   11,963   22,005   21,964    1,420    1,461

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,868)
    -469   -3,475        4   -1,438    1,956   -1,903   -1,515       35     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     41.0      1.7     28.8     51.1     93.9     93.8      6.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      58       43       11       31       27       94       77                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,142
COMMITMENTS
  45,193   11,669    2,986    9,253   46,868   57,432   61,523    6,710    2,619

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,069)
  -2,164   -4,169     -568      434    3,013   -2,298   -1,724      229     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5     18.2      4.7     14.4     73.1     89.5     95.9     10.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
     123       50       25       30       36      166      100                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      425,992
COMMITMENTS
 125,155   29,893   80,240  199,177  297,593  404,572  407,726   21,420   18,266

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     16,283)
  -2,410   -3,857   10,137   10,440   12,636   18,167   18,916   -1,884   -2,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      7.0     18.8     46.8     69.9     95.0     95.7      5.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      87       34       73       86      101      201      186                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       24,912
COMMITMENTS
  11,079   22,071      627   13,095    2,214   24,801   24,912      111        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        192)
       0      325        0      192     -133      192      192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     88.6      2.5     52.6      8.9     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 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       24,079
COMMITMENTS
   9,552    9,645    7,745    6,238    6,178   23,535   23,568      544      511

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,647)
     -20     -589     -923     -690     -212   -1,633   -1,724      -14       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     40.1     32.2     25.9     25.7     97.7     97.9      2.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      22       17       25        9       10       41       42                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,915
COMMITMENTS
   3,118      275      225   24,257   27,415   27,600   27,915      315        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -5,313)
    -128        0        0   -5,180   -5,313   -5,308   -5,313       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      1.0      0.8     86.9     98.2     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        1       25       19       29       22                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,015
COMMITMENTS
     650    1,075       50    1,315      890    2,015    2,015        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     53.3      2.5     65.3     44.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        1       11        6       14       10                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,752
COMMITMENTS
   2,135    2,472      215    6,357    6,065    8,707    8,752       45        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -372)
    -125     -340       80     -365     -100     -410     -360       38      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     28.2      2.5     72.6     69.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        2       10       12       14       15                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,767
COMMITMENTS
   2,910    7,688      575   11,172    7,425   14,657   15,688    1,110       79

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        254)
      70      166      142       32      -54      244      254       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     48.8      3.6     70.9     47.1     93.0     99.5      7.0      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 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        6,086
COMMITMENTS
      62    4,547       44    5,172    1,122    5,278    5,713      808      373

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -240)
      -5      -86        8      -32     -134      -29     -212     -211      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     74.7      0.7     85.0     18.4     86.7     93.9     13.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        3       19       12       23       16                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,457
COMMITMENTS
     763    1,708      734    7,762    6,731    9,259    9,173      198      284

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        717)
     -64       90       95      696      520      727      705      -10       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     18.1      7.8     82.1     71.2     97.9     97.0      2.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        8        8       20       19       32       31                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,090
COMMITMENTS
     261      240      235      457      497      953      972      137      118

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        -27)
    -273     -120      155       94       12      -24       47       -3      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     22.0     21.6     41.9     45.6     87.4     89.2     12.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        5        6        7        7       14       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,176
COMMITMENTS
   2,917    7,724    3,029   20,319   14,533   26,265   25,286    4,911    5,890

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        786)
       0     -152      428      493      831      921    1,107     -135     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     24.8      9.7     65.2     46.6     84.2     81.1     15.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        4       16       14       22       18                  



Updated March 11, 2016