GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,514
COMMITMENTS
  22,960    8,591      187   33,685   48,532   56,832   57,310      682      204

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,403)
     221      383        0    1,172    1,020    1,393    1,403       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     14.9      0.3     58.6     84.4     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        6        2       38       39       43       46                  
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,262
COMMITMENTS
     220        0        0    7,042    7,262    7,262    7,262        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        385)
       0        0        0      385      385      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.0     97.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       14       16       15       16                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,250
COMMITMENTS
     699      182    1,117    5,502    6,228    7,318    7,527      932      723

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        365)
      59        0        0      332      433      391      433      -26      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      2.2     13.5     66.7     75.5     88.7     91.2     11.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        4       24       27       29       33                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,814
COMMITMENTS
   1,818      158      309    3,965    5,874    6,092    6,341      722      473

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        258)
      40        0       71       91      159      202      230       56       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      2.3      4.5     58.2     86.2     89.4     93.1     10.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        6       24       34       30       42                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,616
COMMITMENTS
     777      721      802    4,920    4,589    6,499    6,112      117      504

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        472)
      86       23       65      406      394      557      482      -85      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     10.9     12.1     74.4     69.4     98.2     92.4      1.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        4        7       25       25       35       33                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,338
COMMITMENTS
     225      531      175      823      572    1,223    1,278      115       60

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        285)
      50       75       70      165      160      285      305        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     39.7     13.1     61.5     42.8     91.4     95.5      8.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        3       14       11       21       16                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,341
COMMITMENTS
      25   12,601      120   27,147   14,407   27,292   27,128       49      213

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:         -2)
       0      120        0       -2     -122       -2       -2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     46.1      0.4     99.3     52.7     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 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,476
COMMITMENTS
     947    1,985      344    2,619    1,909    3,910    4,238      566      238

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        369)
    -115      -30       77      392      280      354      327       15       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     44.3      7.7     58.5     42.6     87.4     94.7     12.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        7        6       25       17       34       27                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      358,306
COMMITMENTS
  64,545   67,621   50,407  201,557  203,953  316,509  321,981   41,797   36,325

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     -5,432)
    -618   -1,621      455   -5,415   -2,309   -5,578   -3,475      146   -1,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     18.9     14.1     56.3     56.9     88.3     89.9     11.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      40       52       55       75       78      147      155                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,478
COMMITMENTS
       0    1,750      500   41,178   43,419   41,678   45,669   10,800    6,809

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      2,791)
       0      150        0    2,706    2,661    2,706    2,811       85      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      1.0     78.5     82.7     79.4     87.0     20.6     13.0

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 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,109,271
COMMITMENTS
 264,989  468,371  337,654  439,615  259,609  1042258  1065634   67,013   43,637

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     36,663)
   3,011     -954    8,542   29,174   27,813   40,727   35,401   -4,064    1,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     42.2     30.4     39.6     23.4     94.0     96.1      6.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     114      141      137       67       58      255      271                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      306,325
COMMITMENTS
  68,453  100,870   68,041  161,293  132,855  297,787  301,766    8,538    4,559

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     10,059)
     783    2,460    6,032    1,926    2,103    8,741   10,595    1,318     -536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     32.9     22.2     52.7     43.4     97.2     98.5      2.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18       13       28       33       34       63       65                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      115,688
COMMITMENTS
  18,518   23,669   21,925   69,090   66,023  109,533  111,617    6,155    4,071

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      5,116)
  -1,923   -1,898    4,003    1,833    2,833    3,913    4,938    1,203      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     20.5     19.0     59.7     57.1     94.7     96.5      5.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       18       29       25       24       54       58                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,466,135
COMMITMENTS
 551,590   50,698  127,529  755,142  1262414  1434261  1440641   31,874   25,494

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      9,535)
  13,493   -2,233    4,310   -5,477    7,413   12,326    9,490   -2,791       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6      3.5      8.7     51.5     86.1     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      24       12       29       55       50       89       82                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,586
COMMITMENTS
  21,835   72,553   36,186  274,660  221,176  332,681  329,915    2,905    5,671

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     11,688)
      -4   -1,341    4,875    5,885    4,594   10,756    8,128      932    3,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     21.6     10.8     81.8     65.9     99.1     98.3      0.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      15       18       26       35       30       65       59                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      116,544
COMMITMENTS
  44,505   53,535   19,990   50,794   41,962  115,289  115,487    1,255    1,057

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        848)
  -1,315   -3,739    2,296       -9    2,225      972      782     -124       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     45.9     17.2     43.6     36.0     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16       17       23       22       20       51       48                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       28,369
COMMITMENTS
  16,882    3,603    5,113    5,789   19,376   27,784   28,092      585      277

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        735)
    -341       33      315      716      430      690      778       45      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.5     12.7     18.0     20.4     68.3     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        9       16       15       15       36       34                  
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        3,316
COMMITMENTS
      90      126       55    2,949    2,993    3,094    3,174      222      142

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        158)
       0        0        0      158      168      158      168        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      3.8      1.7     88.9     90.3     93.3     95.7      6.7      4.3

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 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       40,426
COMMITMENTS
   6,239    1,325    2,134   31,804   36,659   40,177   40,118      249      308

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,288)
    -159      -59      228    1,297    1,107    1,366    1,276      -78       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      3.3      5.3     78.7     90.7     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      13       13        7       44       54       62       69                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,646
COMMITMENTS
     636    1,104      484    2,620    2,794    3,740    4,382      906      264

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        478)
     125       36       55      245      397      425      488       53      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     23.8     10.4     56.4     60.1     80.5     94.3     19.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9        5        9       24       26       35       38                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      217,997
COMMITMENTS
  11,360      955    2,455  203,991  214,587  217,806  217,997      191        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      2,376)
    -600        0      400    2,576    1,976    2,376    2,376        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.4      1.1     93.6     98.4     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 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    3,681,848
COMMITMENTS
 114,450   15,860   61,000  3506398  3604988  3681848  3681848        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:    107,193)
       0        0        0  107,193  107,193  107,193  107,193        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      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 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       74,284
COMMITMENTS
     430        0        0   73,663   74,284   74,093   74,284      191        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,060)
       0        0        0    1,060    1,060    1,060    1,060        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 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,290,388
COMMITMENTS
   1,152        0        0  1289236  1290388  1290388  1290388        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:    -60,840)
       0        0        0  -60,840  -60,840  -60,840  -60,840        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 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,259
COMMITMENTS
     389      123       63   20,692   20,843   21,144   21,029      115      230

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        276)
     -38      123       63      251       75      276      261        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.6      0.3     97.3     98.0     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       21       28       23       29                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      120,994
COMMITMENTS
   2,130    2,970      462  117,472  117,067  120,064  120,499      930      495

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,349)
     -32       -4     -134    1,436    1,365    1,270    1,227       79      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.5      0.4     97.1     96.8     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7        6        4       54       52       62       61                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,384
COMMITMENTS
      54      480      102   42,923   43,752   43,079   44,334    1,305       50

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,435)
     -90        0        0      985    1,435      895    1,435      540        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.1      0.2     96.7     98.6     97.1     99.9      2.9      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 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,466
COMMITMENTS
   1,587      197      203   27,282   28,776   29,072   29,176      394      290

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        615)
       0       70       13      632      577      645      660      -30      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.7      0.7     92.6     97.7     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        4       31       34       37       39                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,693
COMMITMENTS
     120    1,354      529   13,447   12,422   14,096   14,305      597      388

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        435)
       0      -40      110      298      337      408      407       27       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      9.2      3.6     91.5     84.5     95.9     97.4      4.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        3       29       28       34       32                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,375
COMMITMENTS
     251      205       85   13,272   13,853   13,608   14,143      767      232

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        412)
      50        0      -46      408      458      412      412        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.4      0.6     92.3     96.4     94.7     98.4      5.3      1.6

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 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,782,857
COMMITMENTS
 544,416  274,560  568,095  581,508  849,245  1694019  1691900   88,838   90,957

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:    -33,617)
   8,827  -16,777   -9,130  -30,904   -4,256  -31,207  -30,163   -2,410   -3,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     15.4     31.9     32.6     47.6     95.0     94.9      5.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     132      134      189      100      112      336      354                  
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      121,487
COMMITMENTS
  71,085   13,925      706   33,353   63,817  105,144   78,448   16,343   43,039

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      3,706)
   1,612    1,197       10    2,101    1,441    3,723    2,648      -17    1,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.5     11.5      0.6     27.5     52.5     86.5     64.6     13.5     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        5        5       15       17       22       24                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      155,734
COMMITMENTS
   8,967   67,846   70,533   68,951   11,103  148,451  149,482    7,283    6,252

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     -3,142)
     215    3,227   -6,438    2,926      581   -3,297   -2,630      155     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     43.6     45.3     44.3      7.1     95.3     96.0      4.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12       12       23       18       13       42       38                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,459
COMMITMENTS
     540        0       90   16,754   17,369   17,384   17,459       75        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      180      225      180      225       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.5     96.0     99.5     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        1       23       23       25       24                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,064
COMMITMENTS
  14,001    7,703      289    6,375   12,708   20,665   20,700    1,399    1,364

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     -1,361)
    -863   -1,898     -111     -366      745   -1,340   -1,264      -21      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     34.9      1.3     28.9     57.6     93.7     93.8      6.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      60       43       12       29       28       94       78                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       63,234
COMMITMENTS
  44,496   12,631    2,424    9,458   45,386   56,378   60,441    6,856    2,793

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:       -908)
    -697      962     -562      205   -1,482   -1,054   -1,082      146      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.4     20.0      3.8     15.0     71.8     89.2     95.6     10.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
     118       52       19       28       38      159       98                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      428,499
COMMITMENTS
 122,079   27,824   78,041  205,043  303,930  405,163  409,795   23,336   18,704

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      2,507)
  -3,076   -2,069   -2,199    5,866    6,337      591    2,069    1,916      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      6.5     18.2     47.9     70.9     94.6     95.6      5.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      81       39       73       88       99      204      183                  
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,481
COMMITMENTS
   2,621    6,850    2,167   10,481    7,277   15,269   16,294    4,212    3,187

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     35.2     11.1     53.8     37.4     78.4     83.6     21.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        4       10       14       15       19                  
 
 
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE              Code-111A47
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,224
COMMITMENTS
   2,153        0       16    3,500    5,955    5,669    5,971    2,555    2,253

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      0.0      0.2     42.6     72.4     68.9     72.6     31.1     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       15       18       17       19                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       25,096
COMMITMENTS
  10,909   21,951      747   13,293    2,398   24,949   25,096      147        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        184)
    -170     -120      120      198      184      148      184       36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     87.5      3.0     53.0      9.6     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        5        2       13        7       20       12                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       25,760
COMMITMENTS
   9,092    8,848    9,251    6,839    7,301   25,182   25,400      578      360

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,681)
    -460     -797    1,506      601    1,123    1,647    1,832       34     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     34.3     35.9     26.5     28.3     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21       21       28        8       10       43       45                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,408
COMMITMENTS
   3,148      275      375   24,570   27,758   28,093   28,408      315        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        493)
      30        0      150      313      343      493      493        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      1.0      1.3     86.5     97.7     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        1       28       19       32       22                  
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,190
COMMITMENTS
      50    1,250       50    2,090      890    2,190    2,190        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        175)
    -600      175        0      775        0      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     57.1      2.3     95.4     40.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        1       13        6       15       10                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| 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 03/08/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,378
COMMITMENTS
   3,139    8,196      575   11,535    7,528   15,249   16,299    1,129       79

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        611)
     229      508        0      363      103      592      611       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     50.0      3.5     70.4     46.0     93.1     99.5      6.9      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 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        6,168
COMMITMENTS
      57    4,602       49    5,246    1,141    5,352    5,792      816      376

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:         82)
      -5       55        5       74       19       74       79        8        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     74.6      0.8     85.1     18.5     86.8     93.9     13.2      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 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,662
COMMITMENTS
     821    1,785      878    7,783    6,715    9,482    9,378      180      284

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        205)
      58       77      144       21      -16      223      205      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     18.5      9.1     80.6     69.5     98.1     97.1      1.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9        8       10       24       18       38       31                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,150
COMMITMENTS
     351      280      205      467      517    1,023    1,002      127      148

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:         60)
      90       40      -30       10       20       70       30      -10       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     24.3     17.8     40.6     45.0     89.0     87.1     11.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        6        5        7        7       15       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,453
COMMITMENTS
   3,360    7,655    3,435   20,776   15,387   27,571   26,477    4,882    5,976

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,277)
     443      -69      406      457      854    1,306    1,191      -29       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     23.6     10.6     64.0     47.4     85.0     81.6     15.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        4       16       14       23       18                  



Updated March 18, 2016